+288.4%
UNP vs BBWI
-45.0%
+333.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.1% | -7.7% | +5.7% | -0.7% |
| 30D | +7.3% | +24.8% | -17.5% | +3.3% |
| 3M | +3.6% | +16.2% | -12.6% | +0.4% |
| 6M | +15.8% | +15.8% | 0.0% | +11.4% |
| YTD | +32.6% | +11.4% | +21.1% | +27.2% |
| 1Y | +37.2% | +3.2% | +34.0% | +32.1% |
| 3Y | +52.6% | -23.5% | +76.1% | +49.7% |
| 5Y | +40.6% | -67.4% | +108.0% | +56.2% |
| 10Y | +288.4% | -46.0% | +334.4% | +224.6% |
| All | +288.4% | -45.0% | +333.4% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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