+39.3%
UNP vs SWKS
-41.6%
+80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | +8.0% | +8.3% | -0.3% | +6.5% |
| 3M | +3.3% | +20.2% | -16.9% | -0.6% |
| 6M | +14.7% | +24.9% | -10.2% | +7.9% |
| YTD | +31.9% | +33.2% | -1.2% | +21.4% |
| 1Y | +37.1% | +23.6% | +13.5% | +28.2% |
| 3Y | +51.9% | +1.3% | +50.6% | +41.3% |
| 5Y | +39.3% | -40.6% | +79.9% | +37.7% |
| All | +39.3% | -41.6% | +80.9% | +37.7% |
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