+39.6%
UNP vs SWK
-25.4%
+65.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.7% |
| 7D | -1.3% | +11.3% | -12.6% | -4.3% |
| 30D | +7.7% | +28.1% | -20.4% | +0.6% |
| 3M | +1.3% | +12.6% | -11.3% | -2.2% |
| 6M | +14.0% | +51.7% | -37.7% | +0.9% |
| YTD | +30.8% | +60.0% | -29.2% | +13.6% |
| 1Y | +40.0% | +72.7% | -32.7% | +18.9% |
| 3Y | +50.1% | +46.3% | +3.7% | +28.6% |
| 5Y | +39.6% | -24.6% | +64.3% | +35.9% |
| All | +39.6% | -25.4% | +65.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling