+42.9%
WST vs EVRG
+15.1%
+27.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +1.3% | +2.3% | -1.1% | +0.6% |
| 30D | +8.5% | +9.0% | -0.5% | +5.8% |
| 3M | +17.2% | +3.7% | +13.5% | +16.1% |
| 6M | +36.3% | +6.8% | +29.5% | +32.8% |
| YTD | +48.9% | +21.9% | +27.0% | +37.6% |
| 1Y | +42.9% | +15.8% | +27.1% | +37.5% |
| All | +42.9% | +15.1% | +27.8% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling