+22.2%
SWK vs EVRG
+124.6%
-102.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -2.1% |
| 30D | +25.5% | +7.4% | +18.1% | +20.9% |
| 3M | +11.8% | +7.2% | +4.6% | +7.7% |
| 6M | +48.7% | +9.5% | +39.2% | +41.4% |
| YTD | +57.2% | +25.6% | +31.6% | +38.6% |
| 1Y | +75.3% | +20.4% | +54.9% | +57.9% |
| 3Y | +51.9% | +108.8% | -56.9% | +0.1% |
| 5Y | -30.7% | +68.0% | -98.7% | -49.4% |
| All | +22.2% | +124.6% | -102.4% | -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