+51,606.2%
SCHW vs UNP
+9,560.2%
+42,046.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.1% |
| 30D | -0.1% | -2.0% | +1.9% | +1.1% |
| 3M | +20.6% | +7.5% | +13.1% | +14.7% |
| 6M | +15.9% | +15.3% | +0.6% | +4.6% |
| YTD | +8.5% | +25.4% | -16.9% | -7.6% |
| 1Y | +17.8% | +35.6% | -17.8% | -4.5% |
| 3Y | +88.5% | +44.1% | +44.4% | +43.8% |
| 5Y | +60.6% | +54.0% | +6.7% | +15.7% |
| 10Y | +298.0% | +283.9% | +14.1% | +59.5% |
| All | +51,606.2% | +9,560.2% | +42,046.0% | +3,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling