+43.4%
UNP vs SWKS
-25.5%
+68.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | -5.3% | +12.5% | -17.9% | -7.0% |
| 30D | -1.5% | +10.5% | -12.0% | -3.0% |
| 3M | +10.3% | -7.4% | +17.6% | +11.2% |
| 6M | +9.7% | +32.7% | -23.0% | +2.1% |
| YTD | +27.1% | +19.2% | +7.9% | +20.8% |
| 1Y | +32.6% | +2.4% | +30.2% | +29.3% |
| All | +43.4% | -25.5% | +68.9% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling