+525.4%
WPM vs EVRG
+113.9%
+411.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +14.4% | -1.2% | +15.6% | +14.7% |
| 3M | +37.0% | -0.6% | +37.6% | +37.0% |
| 6M | +4.1% | +2.4% | +1.7% | +3.2% |
| YTD | +31.7% | +15.5% | +16.3% | +26.7% |
| 1Y | +44.2% | +16.8% | +27.3% | +38.2% |
| 3Y | +265.5% | +75.0% | +190.5% | +218.1% |
| 5Y | +262.5% | +49.3% | +213.2% | +225.5% |
| All | +525.4% | +113.9% | +411.5% | +407.4% |
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