+646.1%
WY vs EVRG
+2,060.4%
-1,414.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -1.7% | +0.6% | -2.2% | -2.0% |
| 30D | -9.9% | -0.2% | -9.6% | -9.8% |
| 3M | -7.5% | -0.5% | -7.1% | -7.4% |
| 6M | -5.1% | +0.2% | -5.3% | -5.3% |
| YTD | -2.1% | +14.9% | -17.0% | -8.7% |
| 1Y | -7.3% | +18.2% | -25.6% | -15.0% |
| 3Y | -22.6% | +70.2% | -92.8% | -40.9% |
| 5Y | -19.8% | +45.3% | -65.1% | -34.5% |
| 10Y | +9.6% | +112.4% | -102.8% | -24.7% |
| All | +646.1% | +2,060.4% | -1,414.3% | +121.8% |
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