+279.5%
UNP vs SHW
+281.7%
-2.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.2% | -4.5% | +3.3% | +0.8% |
| 30D | -2.0% | -12.7% | +10.7% | +3.9% |
| 3M | +7.5% | +4.7% | +2.8% | +4.4% |
| 6M | +15.3% | -3.4% | +18.8% | +15.7% |
| YTD | +25.4% | -1.3% | +26.7% | +24.5% |
| 1Y | +35.6% | -10.4% | +46.0% | +40.2% |
| 3Y | +44.1% | +20.1% | +24.1% | +28.3% |
| 5Y | +54.0% | +10.5% | +43.5% | +38.7% |
| All | +279.5% | +281.7% | -2.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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