+294.9%
SCHW vs UNP
+285.4%
+9.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -1.9% | -1.8% | -0.1% | -0.8% |
| 30D | -1.6% | -2.7% | +1.1% | -0.1% |
| 3M | +21.3% | +6.5% | +14.8% | +16.0% |
| 6M | +16.5% | +14.4% | +2.1% | +5.5% |
| YTD | +8.4% | +24.8% | -16.4% | -7.7% |
| 1Y | +15.6% | +34.4% | -18.8% | -6.4% |
| 3Y | +86.8% | +43.6% | +43.3% | +40.7% |
| 5Y | +60.5% | +53.2% | +7.3% | +13.0% |
| All | +294.9% | +285.4% | +9.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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