+53.9%
WM vs EVRG
+45.5%
+8.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -2.4% | -1.0% | -1.4% | -2.0% |
| 3M | +0.4% | +0.4% | 0.0% | +0.3% |
| 6M | -9.5% | -0.8% | -8.6% | -9.2% |
| YTD | +0.5% | +15.3% | -14.8% | -5.2% |
| 1Y | -1.1% | +17.9% | -19.0% | -7.7% |
| 3Y | +46.0% | +71.9% | -25.9% | +17.0% |
| All | +53.9% | +45.5% | +8.4% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling