+1,079.4%
UNP vs SW
+755.0%
+324.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -5.3% | -5.1% | -0.3% | -5.1% |
| 30D | -1.5% | -4.6% | +3.0% | -1.3% |
| 3M | +10.3% | +9.4% | +0.9% | +9.6% |
| 6M | +9.7% | +3.5% | +6.2% | +9.2% |
| YTD | +27.1% | +22.0% | +5.1% | +25.5% |
| 1Y | +32.6% | +2.2% | +30.4% | +31.9% |
| 3Y | +40.0% | +19.6% | +20.4% | +37.7% |
| 5Y | +50.8% | -2.3% | +53.2% | +47.9% |
| 10Y | +278.6% | +181.4% | +97.3% | +258.4% |
| All | +1,079.4% | +755.0% | +324.4% | +1,056.2% |
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