+35.9%
UNP vs SW
+26.7%
+9.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -4.6% | +2.3% | -6.9% | -4.9% |
| 30D | +5.6% | +6.8% | -1.1% | +4.5% |
| 3M | -1.3% | -5.2% | +3.9% | -0.6% |
| 6M | +9.2% | +7.4% | +1.8% | +7.2% |
| YTD | +27.3% | +17.4% | +9.9% | +20.8% |
| 1Y | +35.9% | +27.1% | +8.8% | +26.1% |
| All | +35.9% | +26.7% | +9.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling