+39.3%
UNP vs BWA
+32.7%
+6.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | +3.3% | -27.0% | +30.3% | +10.3% |
| 6M | +14.7% | -17.3% | +32.0% | +17.8% |
| YTD | +31.9% | +12.9% | +19.1% | +22.9% |
| 1Y | +37.1% | +12.9% | +24.2% | +27.5% |
| 3Y | +51.9% | +62.1% | -10.2% | +24.6% |
| 5Y | +39.3% | +30.7% | +8.6% | +17.7% |
| All | +39.3% | +32.7% | +6.6% | +17.7% |
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