+336.4%
WM vs EVRG
+121.0%
+215.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | +13.1% | +9.0% | +4.1% | +9.0% |
| 3M | +3.6% | +6.3% | -2.7% | +0.9% |
| 6M | +8.1% | +9.9% | -1.8% | +3.7% |
| YTD | +8.9% | +23.8% | -14.9% | -0.8% |
| 1Y | +20.3% | +19.9% | +0.4% | +11.0% |
| 3Y | +46.2% | +94.3% | -48.1% | +8.9% |
| 5Y | +59.9% | +64.6% | -4.7% | +26.8% |
| All | +336.4% | +121.0% | +215.5% | +201.3% |
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