+50.0%
UNP vs BWA
+88.6%
-38.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.7% | +4.3% | -5.0% | -1.7% |
| 30D | -1.1% | -2.9% | +1.8% | -0.6% |
| 3M | +7.9% | -12.4% | +20.3% | +10.9% |
| 6M | +14.6% | +28.6% | -13.9% | +6.3% |
| YTD | +26.6% | +48.2% | -21.6% | +11.6% |
| 1Y | +35.6% | +50.9% | -15.4% | +18.6% |
| 3Y | +45.5% | +72.2% | -26.7% | +19.4% |
| 5Y | +50.0% | +91.1% | -41.1% | +14.4% |
| All | +50.0% | +88.6% | -38.6% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling