+207.0%
WPM vs EVRG
+66.7%
+140.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -3.6% | +1.4% | -5.0% | -4.2% |
| 30D | +1.4% | +7.4% | -5.9% | -1.8% |
| 3M | -0.2% | +7.2% | -7.4% | -3.4% |
| 6M | -7.3% | +9.5% | -16.8% | -11.5% |
| YTD | +12.3% | +25.6% | -13.2% | +0.3% |
| 1Y | +24.9% | +20.4% | +4.5% | +13.7% |
| 3Y | +210.4% | +108.8% | +101.5% | +116.4% |
| All | +207.0% | +66.7% | +140.4% | +143.9% |
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