+35.6%
UNP vs SWKS
-42.6%
+78.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | -4.6% | -6.2% | +1.6% | -3.6% |
| 30D | +5.6% | -1.5% | +7.1% | +5.8% |
| 3M | -1.3% | +23.0% | -24.3% | -5.5% |
| 6M | +9.2% | +27.6% | -18.4% | +2.3% |
| YTD | +27.3% | +32.3% | -5.0% | +17.3% |
| 1Y | +35.9% | +20.1% | +15.8% | +27.8% |
| 3Y | +45.5% | +0.6% | +44.8% | +35.5% |
| All | +35.6% | -42.6% | +78.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling