+28.7%
SWK vs EVRG
+121.0%
-92.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +11.0% | +1.9% | +9.2% | +10.0% |
| 30D | +30.1% | +9.0% | +21.0% | +24.3% |
| 3M | +14.7% | +6.3% | +8.3% | +10.9% |
| 6M | +44.5% | +9.9% | +34.6% | +37.0% |
| YTD | +59.4% | +23.8% | +35.6% | +41.6% |
| 1Y | +77.5% | +19.9% | +57.6% | +60.3% |
| 3Y | +49.5% | +94.3% | -44.8% | +2.5% |
| 5Y | -24.9% | +64.6% | -89.5% | -44.5% |
| All | +28.7% | +121.0% | -92.2% | -17.6% |
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