+279.5%
UNP vs BWA
+153.1%
+126.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.0% | -5.5% | +3.5% | -0.4% |
| 3M | +7.5% | -7.6% | +15.1% | +9.6% |
| 6M | +15.3% | +25.0% | -9.6% | +5.2% |
| YTD | +25.4% | +47.0% | -21.5% | +6.6% |
| 1Y | +35.6% | +54.0% | -18.4% | +12.9% |
| 3Y | +44.1% | +70.7% | -26.5% | +12.3% |
| 5Y | +54.0% | +86.7% | -32.7% | +11.8% |
| All | +279.5% | +153.1% | +126.4% | +129.3% |
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