+1,240.6%
SWK vs EVRG
+2,068.9%
-828.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.4% | +1.1% | -1.6% | -0.9% |
| 30D | -5.7% | -1.0% | -4.7% | -5.4% |
| 3M | +24.1% | +0.4% | +23.7% | +23.6% |
| 6M | +24.7% | -0.8% | +25.6% | +24.8% |
| YTD | +33.9% | +15.3% | +18.6% | +25.7% |
| 1Y | +34.7% | +17.9% | +16.8% | +25.1% |
| 3Y | +15.3% | +71.9% | -56.7% | -9.3% |
| 5Y | -39.3% | +45.3% | -84.5% | -49.1% |
| 10Y | +2.5% | +113.1% | -110.6% | -27.7% |
| All | +1,240.6% | +2,068.9% | -828.4% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling