+50.9%
UNP vs SWKS
+3.5%
+47.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -3.3% | -2.7% | -0.5% | -2.9% |
| 30D | +6.7% | +8.5% | -1.8% | +5.6% |
| 3M | +1.8% | +17.3% | -15.5% | -0.9% |
| 6M | +13.3% | +25.1% | -11.8% | +7.8% |
| YTD | +30.3% | +33.3% | -3.0% | +21.4% |
| 1Y | +36.9% | +22.9% | +14.0% | +29.5% |
| 3Y | +50.9% | +5.5% | +45.4% | +33.1% |
| All | +50.9% | +3.5% | +47.4% | +33.1% |
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