+5,376.0%
WMB vs EVRG
+2,068.9%
+3,307.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +3.3% | -1.0% | +4.3% | +3.8% |
| 3M | +3.1% | +0.4% | +2.7% | +2.8% |
| 6M | -0.7% | -0.8% | +0.1% | -0.4% |
| YTD | +25.2% | +15.3% | +9.8% | +15.9% |
| 1Y | +32.9% | +17.9% | +15.0% | +21.5% |
| 3Y | +140.6% | +71.9% | +68.6% | +78.9% |
| 5Y | +273.5% | +45.3% | +228.2% | +199.3% |
| 10Y | +334.2% | +113.1% | +221.1% | +158.6% |
| All | +5,376.0% | +2,068.9% | +3,307.1% | +877.7% |
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