+4,918.1%
WMB vs EVRG
+2,252.5%
+2,665.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -6.9% | +3.5% | -10.4% | -8.6% |
| 30D | -7.2% | +9.2% | -16.4% | -11.5% |
| 3M | -5.4% | +8.6% | -14.1% | -9.6% |
| 6M | -4.9% | +10.0% | -14.8% | -9.7% |
| YTD | +14.7% | +25.1% | -10.4% | +1.6% |
| 1Y | +14.7% | +19.5% | -4.8% | +4.0% |
| 3Y | +116.4% | +102.3% | +14.1% | +47.8% |
| 5Y | +198.5% | +66.8% | +131.7% | +122.5% |
| 10Y | +266.3% | +125.0% | +141.3% | +112.1% |
| All | +4,918.1% | +2,252.5% | +2,665.7% | +757.5% |
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 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