+328.7%
WM vs EVRG
+122.0%
+206.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.5% | +1.7% | -2.1% | -1.2% |
| 30D | +13.3% | +8.7% | +4.6% | +9.3% |
| 3M | +4.4% | +6.4% | -2.0% | +1.6% |
| 6M | +10.8% | +9.4% | +1.4% | +6.6% |
| YTD | +9.1% | +24.5% | -15.4% | -0.9% |
| 1Y | +19.1% | +20.5% | -1.3% | +9.7% |
| 3Y | +45.7% | +101.6% | -55.9% | +6.8% |
| 5Y | +60.4% | +67.5% | -7.0% | +26.3% |
| 10Y | +328.7% | +122.3% | +206.4% | +195.1% |
| All | +328.7% | +122.0% | +206.7% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling