+278.9%
UNP vs ACWI
+224.5%
+54.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | +4.2% | +2.4% | +1.8% | +2.0% |
| 30D | +5.6% | -1.7% | +7.3% | +7.1% |
| 3M | +2.0% | -3.9% | +6.0% | +5.5% |
| 6M | +15.4% | +0.8% | +14.6% | +13.5% |
| YTD | +32.7% | +11.0% | +21.7% | +18.7% |
| 1Y | +39.4% | +13.1% | +26.3% | +22.5% |
| 3Y | +54.3% | +73.9% | -19.6% | -11.9% |
| 5Y | +39.6% | +59.0% | -19.4% | -13.4% |
| All | +278.9% | +224.5% | +54.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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