+437.9%
WWD vs EVRG
+124.6%
+313.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +4.0% | +1.4% | +2.5% | +3.2% |
| 30D | +0.4% | +7.4% | -7.0% | -3.3% |
| 3M | -7.9% | +7.2% | -15.1% | -11.3% |
| 6M | -10.6% | +9.5% | -20.1% | -14.9% |
| YTD | +9.4% | +25.6% | -16.2% | -3.2% |
| 1Y | +25.7% | +20.4% | +5.4% | +13.5% |
| 3Y | +148.5% | +108.8% | +39.7% | +64.5% |
| 5Y | +189.5% | +68.0% | +121.6% | +112.4% |
| All | +437.9% | +124.6% | +313.3% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling