+9,796.0%
UNP vs SHW
+21,742.9%
-11,946.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +7.7% | +8.4% | -0.7% | +4.5% |
| 3M | +4.0% | -2.2% | +6.3% | +4.6% |
| 6M | +15.7% | +13.3% | +2.3% | +9.6% |
| YTD | +33.5% | +9.2% | +24.3% | +27.9% |
| 1Y | +38.9% | +2.9% | +36.0% | +35.9% |
| 3Y | +53.7% | +41.1% | +12.6% | +33.0% |
| 5Y | +40.4% | +11.0% | +29.5% | +29.3% |
| 10Y | +291.1% | +341.2% | -50.1% | +120.7% |
| All | +9,796.0% | +21,742.9% | -11,946.9% | +1,694.2% |
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