+4.7%
WY vs EVRG
+113.9%
-109.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -10.1% | -1.2% | -8.9% | -9.4% |
| 3M | -8.5% | -0.6% | -7.9% | -8.2% |
| 6M | -3.3% | +2.4% | -5.8% | -5.1% |
| YTD | -4.4% | +15.5% | -19.8% | -13.5% |
| 1Y | -11.5% | +16.8% | -28.3% | -20.9% |
| 3Y | -24.3% | +75.0% | -99.3% | -49.2% |
| 5Y | -21.3% | +49.3% | -70.7% | -42.2% |
| All | +4.7% | +113.9% | -109.2% | -35.4% |
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