+9,728.0%
UNP vs SHW
+22,014.6%
-12,286.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | +7.3% | +11.1% | -3.8% | +3.2% |
| 3M | +3.6% | -2.2% | +5.8% | +4.1% |
| 6M | +15.8% | +14.3% | +1.5% | +9.4% |
| YTD | +32.6% | +10.6% | +22.0% | +26.4% |
| 1Y | +37.2% | +4.1% | +33.2% | +33.7% |
| 3Y | +52.6% | +42.9% | +9.8% | +31.5% |
| 5Y | +40.6% | +14.2% | +26.4% | +28.1% |
| 10Y | +288.4% | +346.7% | -58.3% | +118.2% |
| All | +9,728.0% | +22,014.6% | -12,286.5% | +1,674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling