+273.5%
SHW vs EVRG
+113.2%
+160.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | -12.7% | 0.0% | -12.7% | -12.8% |
| 3M | +4.7% | -1.0% | +5.6% | +5.1% |
| 6M | -3.4% | +1.0% | -4.4% | -4.0% |
| YTD | -1.3% | +15.1% | -16.4% | -7.5% |
| 1Y | -10.4% | +17.6% | -27.9% | -16.9% |
| 3Y | +20.1% | +70.5% | -50.4% | -6.6% |
| 5Y | +10.5% | +48.9% | -38.4% | -9.2% |
| All | +273.5% | +113.2% | +160.3% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling