+49.6%
EVRG vs WTW
+42.0%
+7.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | +1.3% |
| 30D | -1.2% | -7.3% | +6.0% | +0.3% |
| 3M | -0.6% | +21.5% | -22.1% | -5.2% |
| 6M | +2.4% | +9.6% | -7.2% | -0.4% |
| YTD | +15.5% | -3.3% | +18.7% | +15.4% |
| 1Y | +16.8% | -6.1% | +23.0% | +17.8% |
| 3Y | +75.0% | +61.8% | +13.2% | +48.8% |
| All | +49.6% | +42.0% | +7.6% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling