+288.4%
UNP vs BWA
+92.6%
+195.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | +7.3% | -14.6% | +21.9% | +12.5% |
| 3M | +3.6% | -26.2% | +29.9% | +13.4% |
| 6M | +15.8% | -18.4% | +34.3% | +21.2% |
| YTD | +32.6% | +14.7% | +17.9% | +21.1% |
| 1Y | +37.2% | +13.3% | +23.9% | +25.6% |
| 3Y | +52.6% | +64.7% | -12.1% | +18.8% |
| 5Y | +40.6% | +32.2% | +8.4% | +14.4% |
| 10Y | +288.4% | +96.8% | +191.6% | +145.6% |
| All | +288.4% | +92.6% | +195.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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