+313.2%
WMB vs EVRG
+111.7%
+201.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +4.6% | -0.2% | +4.8% | +4.7% |
| 3M | +5.7% | -0.5% | +6.2% | +5.9% |
| 6M | +4.2% | +0.2% | +4.0% | +4.1% |
| YTD | +26.8% | +14.9% | +12.0% | +20.7% |
| 1Y | +34.7% | +18.2% | +16.5% | +26.8% |
| 3Y | +146.8% | +70.2% | +76.6% | +104.8% |
| 5Y | +285.0% | +45.3% | +239.7% | +234.5% |
| 10Y | +313.2% | +112.4% | +200.8% | +227.3% |
| All | +313.2% | +111.7% | +201.5% | +227.3% |
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