+293.8%
UNP vs ARWR
+921.6%
-627.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +3.5% |
| 7D | -3.3% | -17.3% | +14.1% | -2.0% |
| 30D | +6.7% | -21.5% | +28.2% | +8.4% |
| 3M | +1.8% | -43.8% | +45.6% | +5.8% |
| 6M | +13.3% | -32.3% | +45.6% | +15.8% |
| YTD | +30.3% | -25.8% | +56.2% | +31.8% |
| 1Y | +36.9% | +25.5% | +11.4% | +32.5% |
| 3Y | +50.9% | +84.1% | -33.2% | +37.0% |
| 5Y | +37.9% | -39.2% | +77.2% | +32.0% |
| 10Y | +293.8% | +1,072.4% | -778.6% | +223.4% |
| All | +293.8% | +921.6% | -627.8% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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