+281.1%
UNP vs SHW
+340.1%
-59.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +7.7% | +8.4% | -0.7% | +3.7% |
| 3M | +4.0% | -2.2% | +6.3% | +4.7% |
| 6M | +15.7% | +13.3% | +2.3% | +8.0% |
| YTD | +33.5% | +9.2% | +24.3% | +26.3% |
| 1Y | +38.9% | +2.9% | +36.0% | +35.0% |
| 3Y | +53.7% | +41.1% | +12.6% | +26.6% |
| 5Y | +40.4% | +11.0% | +29.5% | +27.1% |
| All | +281.1% | +340.1% | -59.0% | +84.7% |
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