+293.8%
UNP vs ACWI
+226.8%
+66.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | 0.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | +6.7% | -2.8% | +9.5% | +9.3% |
| 3M | +1.8% | -3.2% | +4.9% | +4.5% |
| 6M | +13.3% | +1.3% | +12.1% | +11.0% |
| YTD | +30.3% | +11.2% | +19.1% | +16.5% |
| 1Y | +36.9% | +13.8% | +23.2% | +19.6% |
| 3Y | +50.9% | +76.2% | -25.3% | -14.8% |
| 5Y | +37.9% | +59.5% | -21.5% | -14.6% |
| 10Y | +293.8% | +222.2% | +71.6% | +21.0% |
| All | +293.8% | +226.8% | +66.9% | +21.0% |
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