+755.0%
SW vs EVRG
+629.5%
+125.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | +9.4% | +0.4% | +9.0% | +9.4% |
| 6M | +3.5% | -0.8% | +4.4% | +3.5% |
| YTD | +22.0% | +15.3% | +6.7% | +21.5% |
| 1Y | +2.2% | +17.9% | -15.7% | +1.7% |
| 3Y | +19.6% | +71.9% | -52.3% | +18.0% |
| 5Y | -2.3% | +45.3% | -47.6% | -3.4% |
| 10Y | +181.4% | +113.1% | +68.3% | +182.3% |
| All | +755.0% | +629.5% | +125.5% | +1,008.7% |
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