+26,336.4%
WM vs EVRG
+2,068.9%
+24,267.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +0.4% | +0.4% | 0.0% | +0.3% |
| 6M | -9.5% | -0.8% | -8.6% | -9.3% |
| YTD | +0.5% | +15.3% | -14.8% | -4.0% |
| 1Y | -1.1% | +17.9% | -19.0% | -6.3% |
| 3Y | +46.0% | +71.9% | -25.9% | +22.2% |
| 5Y | +51.8% | +45.3% | +6.6% | +33.2% |
| 10Y | +307.5% | +113.1% | +194.5% | +212.9% |
| All | +26,336.4% | +2,068.9% | +24,267.5% | +9,394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling