+5,241.7%
UNP vs BWA
+3,492.4%
+1,749.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | -5.3% | +5.7% | -11.0% | -7.1% |
| 30D | -1.5% | +1.4% | -3.0% | -2.3% |
| 3M | +10.3% | -12.1% | +22.3% | +14.1% |
| 6M | +9.7% | +28.6% | -18.9% | -1.0% |
| YTD | +27.1% | +51.1% | -24.0% | +7.1% |
| 1Y | +32.6% | +55.9% | -23.3% | +10.1% |
| 3Y | +40.0% | +70.1% | -30.1% | +9.6% |
| 5Y | +50.8% | +90.7% | -39.8% | +10.0% |
| 10Y | +278.6% | +154.0% | +124.7% | +134.3% |
| All | +5,241.7% | +3,492.4% | +1,749.4% | +1,496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling