+147.8%
SW vs EVRG
+113.1%
+34.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | -4.6% | -1.0% | -3.6% | -4.5% |
| 3M | +9.4% | +0.4% | +9.0% | +9.4% |
| 6M | +3.5% | -0.8% | +4.4% | +3.6% |
| YTD | +22.0% | +15.3% | +6.7% | +20.1% |
| 1Y | +2.2% | +17.9% | -15.7% | +0.3% |
| 3Y | +19.6% | +71.9% | -52.3% | +13.0% |
| 5Y | -2.3% | +45.3% | -47.6% | -6.6% |
| All | +147.8% | +113.1% | +34.7% | +143.2% |
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