+15,134.9%
WST vs EVRG
+2,261.5%
+12,873.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | +4.2% | +1.4% | +2.8% | +3.8% |
| 30D | +11.2% | +7.4% | +3.8% | +9.0% |
| 3M | +20.4% | +7.2% | +13.1% | +17.9% |
| 6M | +37.9% | +9.5% | +28.4% | +34.1% |
| YTD | +51.8% | +25.6% | +26.2% | +41.9% |
| 1Y | +56.6% | +20.4% | +36.3% | +48.2% |
| 3Y | +24.2% | +108.8% | -84.6% | -0.2% |
| 5Y | +0.7% | +68.0% | -67.3% | -14.4% |
| 10Y | +456.3% | +124.6% | +331.7% | +325.1% |
| All | +15,134.9% | +2,261.5% | +12,873.4% | +6,866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling