+1,113.3%
UNP vs SW
+730.4%
+383.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +7.7% | +5.0% | +2.7% | +7.4% |
| 3M | +1.3% | -7.3% | +8.6% | +1.6% |
| 6M | +14.0% | +15.0% | -1.0% | +12.9% |
| YTD | +30.8% | +18.5% | +12.2% | +29.2% |
| 1Y | +40.0% | +27.1% | +12.8% | +37.8% |
| 3Y | +50.1% | +49.3% | +0.7% | +46.5% |
| 5Y | +39.6% | -1.6% | +41.3% | +37.0% |
| 10Y | +318.1% | +185.4% | +132.7% | +296.2% |
| All | +1,113.3% | +730.4% | +383.0% | +1,090.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling