-13.4%
WST vs EVRG
+72.7%
-86.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -0.3% | +0.9% | -1.1% | -0.5% |
| 30D | -4.6% | -0.5% | -4.1% | -4.5% |
| 3M | +5.7% | +1.5% | +4.2% | +5.3% |
| 6M | +37.6% | +1.2% | +36.4% | +36.8% |
| YTD | +23.0% | +16.3% | +6.7% | +19.3% |
| 1Y | +33.8% | +20.3% | +13.6% | +28.6% |
| 3Y | -13.4% | +72.3% | -85.7% | -22.4% |
| All | -13.4% | +72.7% | -86.1% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling