+1,762.4%
WULF vs EVRG
+1,304.7%
+457.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -4.0% |
| 7D | +15.6% | +0.6% | +15.0% | +15.6% |
| 30D | +5.7% | -0.2% | +6.0% | +5.8% |
| 3M | -32.3% | -0.5% | -31.8% | -32.3% |
| 6M | +23.7% | +0.2% | +23.5% | +23.5% |
| YTD | +49.1% | +14.9% | +34.2% | +47.0% |
| 1Y | +66.3% | +18.2% | +48.1% | +63.6% |
| 3Y | +851.7% | +70.2% | +781.5% | +803.9% |
| 5Y | -30.9% | +45.3% | -76.3% | -33.7% |
| 10Y | +86.9% | +112.4% | -25.5% | +73.9% |
| All | +1,762.4% | +1,304.7% | +457.7% | +1,445.7% |
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