+29.5%
SWK vs EVRG
+122.0%
-92.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +10.7% | +1.7% | +9.0% | +9.8% |
| 30D | +33.3% | +8.7% | +24.7% | +27.7% |
| 3M | +14.7% | +6.4% | +8.3% | +10.9% |
| 6M | +48.5% | +9.4% | +39.1% | +41.3% |
| YTD | +63.9% | +24.5% | +39.4% | +45.2% |
| 1Y | +80.4% | +20.5% | +59.9% | +62.5% |
| 3Y | +58.1% | +101.6% | -43.5% | +6.2% |
| 5Y | -24.5% | +67.5% | -91.9% | -44.7% |
| 10Y | +29.5% | +122.3% | -92.9% | -16.7% |
| All | +29.5% | +122.0% | -92.5% | -16.7% |
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 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