+22.4%
SWK vs EVRG
+123.0%
-100.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +11.3% | +3.5% | +7.8% | +9.3% |
| 30D | +31.5% | +9.2% | +22.2% | +25.6% |
| 3M | +14.4% | +8.6% | +5.8% | +9.5% |
| 6M | +46.4% | +10.0% | +36.5% | +38.9% |
| YTD | +61.6% | +25.1% | +36.5% | +42.7% |
| 1Y | +78.7% | +19.5% | +59.2% | +61.6% |
| 3Y | +54.4% | +102.3% | -47.9% | +3.5% |
| 5Y | -25.3% | +66.8% | -92.1% | -45.2% |
| 10Y | +22.4% | +125.0% | -102.6% | -22.4% |
| All | +22.4% | +123.0% | -100.7% | -22.4% |
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 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