-1.6%
SW vs EVRG
+66.9%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | +4.7% | +2.3% | +2.3% | +4.3% |
| 30D | +5.0% | +8.8% | -3.8% | +3.8% |
| 3M | -7.3% | +6.1% | -13.4% | -8.1% |
| 6M | +15.0% | +8.9% | +6.1% | +13.7% |
| YTD | +18.5% | +23.6% | -5.1% | +15.5% |
| 1Y | +27.1% | +17.8% | +9.3% | +24.6% |
| 3Y | +49.3% | +92.9% | -43.6% | +41.1% |
| 5Y | -1.6% | +64.4% | -66.0% | -4.4% |
| All | -1.6% | +66.9% | -68.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling