+278.9%
UNP vs BBWI
-47.4%
+326.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +5.6% | +12.9% | -7.3% | +3.4% |
| 3M | +2.0% | +16.0% | -14.0% | -1.1% |
| 6M | +15.4% | +16.6% | -1.2% | +10.9% |
| YTD | +32.7% | +9.7% | +23.0% | +27.6% |
| 1Y | +39.4% | +1.5% | +37.9% | +34.6% |
| 3Y | +54.3% | -21.4% | +75.7% | +50.6% |
| 5Y | +39.6% | -67.6% | +107.2% | +55.2% |
| All | +278.9% | -47.4% | +326.3% | +217.2% |
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