+14,947.6%
WST vs EVRG
+2,247.9%
+12,699.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | +10.7% | +7.5% | +3.2% | +8.4% |
| 3M | +16.8% | +6.8% | +10.0% | +14.6% |
| 6M | +32.0% | +7.7% | +24.2% | +28.9% |
| YTD | +49.9% | +24.9% | +25.1% | +40.4% |
| 1Y | +50.6% | +18.1% | +32.5% | +43.3% |
| 3Y | +21.4% | +101.9% | -80.5% | -1.6% |
| 5Y | -0.6% | +67.0% | -67.6% | -15.3% |
| 10Y | +449.4% | +123.3% | +326.1% | +320.5% |
| All | +14,947.6% | +2,247.9% | +12,699.7% | +6,792.0% |
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