+35.6%
UNP vs SWK
-25.5%
+61.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -4.6% | +11.0% | -15.6% | -7.4% |
| 30D | +5.6% | +30.1% | -24.4% | -1.7% |
| 3M | -1.3% | +14.7% | -16.0% | -5.2% |
| 6M | +9.2% | +44.5% | -35.3% | -1.9% |
| YTD | +27.3% | +59.4% | -32.0% | +10.7% |
| 1Y | +35.9% | +77.5% | -41.6% | +14.6% |
| 3Y | +45.5% | +49.5% | -4.0% | +24.0% |
| All | +35.6% | -25.5% | +61.1% | +32.4% |
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