+9,562.1%
UNP vs BBWI
+1,165.5%
+8,396.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | -3.3% | -6.2% | +2.9% | -1.9% |
| 30D | +6.7% | +25.5% | -18.8% | +1.5% |
| 3M | +1.8% | +8.0% | -6.2% | -0.7% |
| 6M | +13.3% | +12.7% | +0.7% | +8.4% |
| YTD | +30.3% | +11.6% | +18.7% | +23.4% |
| 1Y | +36.9% | -0.9% | +37.8% | +31.4% |
| 3Y | +50.9% | -22.7% | +73.6% | +46.3% |
| 5Y | +37.9% | -67.2% | +105.1% | +54.6% |
| 10Y | +293.8% | -43.7% | +337.5% | +228.3% |
| All | +9,562.1% | +1,165.5% | +8,396.6% | +3,227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling