+275.9%
UNP vs SWKS
+23.7%
+252.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.8% |
| 7D | -5.3% | +12.5% | -17.9% | -8.3% |
| 30D | -1.5% | +10.5% | -12.0% | -4.3% |
| 3M | +10.3% | -7.4% | +17.6% | +11.3% |
| 6M | +9.7% | +32.7% | -23.0% | -1.6% |
| YTD | +27.1% | +19.2% | +7.9% | +17.3% |
| 1Y | +32.6% | +2.4% | +30.2% | +27.1% |
| 3Y | +40.0% | -25.6% | +65.6% | +40.6% |
| 5Y | +50.8% | -53.4% | +104.3% | +71.2% |
| All | +275.9% | +23.7% | +252.2% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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