-0.1%
WST vs EVRG
+66.7%
-66.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | +4.2% | +1.4% | +2.8% | +3.7% |
| 30D | +11.2% | +7.4% | +3.8% | +8.5% |
| 3M | +20.4% | +7.2% | +13.1% | +17.4% |
| 6M | +37.9% | +9.5% | +28.4% | +33.2% |
| YTD | +51.8% | +25.6% | +26.2% | +39.6% |
| 1Y | +56.6% | +20.4% | +36.3% | +46.2% |
| 3Y | +24.2% | +108.8% | -84.6% | -7.8% |
| All | -0.1% | +66.7% | -66.8% | -16.2% |
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