+298.3%
UNP vs SWK
+29.6%
+268.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -4.6% | +11.0% | -15.6% | -8.6% |
| 30D | +5.6% | +30.1% | -24.4% | -4.8% |
| 3M | -1.3% | +14.7% | -16.0% | -6.8% |
| 6M | +9.2% | +44.5% | -35.3% | -6.4% |
| YTD | +27.3% | +59.4% | -32.0% | +4.1% |
| 1Y | +35.9% | +77.5% | -41.6% | +6.2% |
| 3Y | +45.5% | +49.5% | -4.0% | +15.4% |
| 5Y | +36.0% | -24.9% | +60.9% | +40.9% |
| All | +298.3% | +29.6% | +268.7% | +199.8% |
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