-25.8%
WST vs EVRG
+46.7%
-72.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | -4.6% | -0.5% | -4.1% | -4.5% |
| 3M | +5.7% | +1.5% | +4.2% | +5.0% |
| 6M | +37.6% | +1.2% | +36.4% | +36.7% |
| YTD | +23.0% | +16.3% | +6.7% | +16.5% |
| 1Y | +33.8% | +20.3% | +13.6% | +25.1% |
| 3Y | -13.4% | +72.3% | -85.7% | -29.6% |
| All | -25.8% | +46.7% | -72.5% | -35.9% |
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