+12,330.1%
WST vs EVRG
+2,068.9%
+10,261.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +7.2% | +0.4% | +6.8% | +7.0% |
| 6M | +36.8% | -0.8% | +37.7% | +37.0% |
| YTD | +23.8% | +15.3% | +8.5% | +18.7% |
| 1Y | +37.8% | +17.9% | +19.9% | +31.1% |
| 3Y | -15.9% | +71.9% | -87.8% | -28.7% |
| 5Y | -25.8% | +45.3% | -71.1% | -34.3% |
| 10Y | +319.6% | +113.1% | +206.5% | +225.9% |
| All | +12,330.1% | +2,068.9% | +10,261.2% | +5,726.5% |
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