+110.6%
EVRG vs BWA
+153.1%
-42.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | 0.0% | -5.5% | +5.5% | +0.6% |
| 3M | -1.0% | -7.6% | +6.7% | -0.2% |
| 6M | +1.0% | +25.0% | -24.0% | -2.5% |
| YTD | +15.1% | +47.0% | -31.9% | +8.1% |
| 1Y | +17.6% | +54.0% | -36.4% | +9.5% |
| 3Y | +70.5% | +70.7% | -0.2% | +54.6% |
| 5Y | +48.9% | +86.7% | -37.8% | +30.9% |
| All | +110.6% | +153.1% | -42.5% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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