+298.3%
UNP vs SWKS
+33.1%
+265.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | -4.6% | -6.2% | +1.6% | -3.1% |
| 30D | +5.6% | -1.5% | +7.1% | +5.8% |
| 3M | -1.3% | +23.0% | -24.3% | -7.7% |
| 6M | +9.2% | +27.6% | -18.4% | -0.8% |
| YTD | +27.3% | +32.3% | -5.0% | +13.2% |
| 1Y | +35.9% | +20.1% | +15.8% | +24.1% |
| 3Y | +45.5% | +0.6% | +44.8% | +32.2% |
| 5Y | +36.0% | -42.3% | +78.3% | +43.3% |
| All | +298.3% | +33.1% | +265.2% | +197.4% |
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