+284.1%
UNP vs SWK
+26.9%
+257.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | -0.9% | +11.3% | -12.2% | -5.2% |
| 30D | +8.0% | +31.5% | -23.5% | -3.0% |
| 3M | +3.3% | +14.4% | -11.1% | -2.3% |
| 6M | +14.7% | +46.4% | -31.7% | -2.2% |
| YTD | +31.9% | +61.6% | -29.7% | +7.3% |
| 1Y | +37.1% | +78.7% | -41.6% | +6.9% |
| 3Y | +51.9% | +54.4% | -2.5% | +18.9% |
| 5Y | +39.3% | -25.3% | +64.6% | +45.0% |
| 10Y | +284.1% | +22.4% | +261.7% | +201.9% |
| All | +284.1% | +26.9% | +257.2% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling