+37.8%
WST vs EVRG
+17.4%
+20.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +7.2% | +0.4% | +6.8% | +6.9% |
| 6M | +36.8% | -0.8% | +37.7% | +35.2% |
| YTD | +23.8% | +15.3% | +8.5% | +22.3% |
| 1Y | +37.8% | +17.9% | +19.9% | +32.6% |
| All | +37.8% | +17.4% | +20.3% | +32.6% |
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