+282.5%
UNP vs BBWI
-58.2%
+340.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -0.2% |
| 7D | -1.7% | -4.4% | +2.7% | -1.0% |
| 30D | -2.1% | -7.4% | +5.3% | -1.1% |
| 3M | +5.4% | -2.2% | +7.7% | +5.1% |
| 6M | +13.4% | -16.3% | +29.7% | +15.1% |
| YTD | +25.0% | -9.1% | +34.1% | +24.5% |
| 1Y | +34.6% | -34.5% | +69.1% | +40.6% |
| 3Y | +43.6% | -47.0% | +90.6% | +50.5% |
| 5Y | +51.7% | -68.8% | +120.6% | +69.3% |
| 10Y | +282.5% | -57.4% | +339.9% | +229.8% |
| All | +282.5% | -58.2% | +340.8% | +229.8% |
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