+482.1%
WWD vs EVRG
+113.9%
+368.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -6.9% | -1.2% | -5.7% | -6.4% |
| 3M | -13.0% | -0.6% | -12.4% | -12.9% |
| 6M | -12.5% | +2.4% | -14.9% | -13.8% |
| YTD | +11.8% | +15.5% | -3.6% | +3.4% |
| 1Y | +41.1% | +16.8% | +24.2% | +29.2% |
| 3Y | +163.1% | +75.0% | +88.1% | +91.2% |
| 5Y | +187.6% | +49.3% | +138.3% | +124.9% |
| All | +482.1% | +113.9% | +368.2% | +316.3% |
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