+37.1%
UNP vs ARWR
+20.0%
+17.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -0.9% | -17.7% | +16.8% | -0.4% |
| 30D | +8.0% | -21.9% | +29.9% | +8.8% |
| 3M | +3.3% | -44.5% | +47.9% | +5.4% |
| 6M | +14.7% | -32.6% | +47.3% | +15.6% |
| YTD | +31.9% | -26.2% | +58.1% | +31.4% |
| 1Y | +37.1% | +23.0% | +14.1% | +33.7% |
| All | +37.1% | +20.0% | +17.2% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling