-27.0%
SWK vs EVRG
+66.8%
-93.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | +2.5% | -4.8% | -3.4% |
| 30D | +30.4% | +8.4% | +22.0% | +25.8% |
| 3M | +12.1% | +8.6% | +3.5% | +8.0% |
| 6M | +49.1% | +7.7% | +41.4% | +43.9% |
| YTD | +60.4% | +25.0% | +35.5% | +44.1% |
| 1Y | +78.3% | +18.7% | +59.6% | +63.9% |
| 3Y | +53.3% | +102.1% | -48.8% | +6.3% |
| 5Y | -27.0% | +66.8% | -93.8% | -45.4% |
| All | -27.0% | +66.8% | -93.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling