+2.2%
SW vs EVRG
+17.4%
-15.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -5.1% | +1.1% | -6.2% | -5.4% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | +9.4% | +0.4% | +9.0% | +9.8% |
| 6M | +3.5% | -0.8% | +4.4% | +3.7% |
| YTD | +22.0% | +15.3% | +6.7% | +19.9% |
| 1Y | +2.2% | +17.9% | -15.7% | -0.4% |
| All | +2.2% | +17.4% | -15.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling