+285.3%
WMB vs EVRG
+49.3%
+236.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +7.7% | -0.5% | +8.3% | +8.0% |
| 3M | +6.7% | +1.5% | +5.2% | +5.9% |
| 6M | +3.6% | +1.2% | +2.5% | +3.0% |
| YTD | +28.0% | +16.3% | +11.7% | +19.1% |
| 1Y | +37.6% | +20.3% | +17.4% | +25.9% |
| 3Y | +149.0% | +72.3% | +76.7% | +93.3% |
| 5Y | +285.3% | +46.7% | +238.6% | +222.5% |
| All | +285.3% | +49.3% | +236.0% | +222.5% |
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