+54.4%
SWK vs EVRG
+101.9%
-47.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +11.3% | +3.5% | +7.8% | +9.8% |
| 30D | +31.5% | +9.2% | +22.2% | +27.0% |
| 3M | +14.4% | +8.6% | +5.8% | +10.7% |
| 6M | +46.4% | +10.0% | +36.5% | +40.8% |
| YTD | +61.6% | +25.1% | +36.5% | +46.8% |
| 1Y | +78.7% | +19.5% | +59.2% | +65.4% |
| 3Y | +54.4% | +102.3% | -47.9% | +5.5% |
| All | +54.4% | +101.9% | -47.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling