+1,049.4%
EVRG vs WTW
+1,102.0%
-52.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | +1.8% |
| 30D | -1.2% | -7.3% | +6.0% | +0.9% |
| 3M | -0.6% | +21.5% | -22.1% | -6.6% |
| 6M | +2.4% | +9.6% | -7.2% | -1.3% |
| YTD | +15.5% | -3.3% | +18.7% | +14.9% |
| 1Y | +16.8% | -6.1% | +23.0% | +17.2% |
| 3Y | +75.0% | +61.8% | +13.2% | +46.9% |
| 5Y | +49.3% | +42.7% | +6.7% | +28.8% |
| 10Y | +113.5% | +197.2% | -83.8% | +45.6% |
| All | +1,049.4% | +1,102.0% | -52.6% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling