+51.9%
UNP vs BWA
+64.1%
-12.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | +8.0% | -17.7% | +25.7% | +11.8% |
| 3M | +3.3% | -27.0% | +30.3% | +9.2% |
| 6M | +14.7% | -17.3% | +32.0% | +16.9% |
| YTD | +31.9% | +12.9% | +19.1% | +21.8% |
| 1Y | +37.1% | +12.9% | +24.2% | +26.3% |
| 3Y | +51.9% | +62.1% | -10.2% | +21.4% |
| All | +51.9% | +64.1% | -12.3% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling