+91.6%
EVRG vs TW
+206.7%
-115.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | -1.2% | -2.3% | +1.0% | -0.9% |
| 3M | -0.6% | +2.6% | -3.2% | -1.4% |
| 6M | +2.4% | -17.5% | +20.0% | +5.6% |
| YTD | +15.5% | -5.3% | +20.8% | +15.6% |
| 1Y | +16.8% | -14.8% | +31.6% | +19.3% |
| 3Y | +75.0% | +18.8% | +56.2% | +64.3% |
| 5Y | +49.3% | +20.7% | +28.6% | +36.9% |
| All | +91.6% | +206.7% | -115.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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