+20,418.4%
SHW vs EVRG
+2,068.9%
+18,349.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -9.5% | -1.0% | -8.5% | -9.2% |
| 3M | +11.5% | +0.4% | +11.1% | +11.3% |
| 6M | -3.5% | -0.8% | -2.7% | -3.3% |
| YTD | +3.7% | +15.3% | -11.6% | -1.2% |
| 1Y | -7.9% | +17.9% | -25.8% | -13.1% |
| 3Y | +24.7% | +71.9% | -47.2% | +3.2% |
| 5Y | +13.6% | +45.3% | -31.7% | -0.9% |
| 10Y | +283.0% | +113.1% | +169.9% | +189.8% |
| All | +20,418.4% | +2,068.9% | +18,349.5% | +7,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling