+398.5%
UNP vs CDW
+903.1%
-504.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -5.3% | +3.2% | -8.5% | -6.4% |
| 30D | -1.5% | +9.3% | -10.8% | -5.0% |
| 3M | +10.3% | +9.8% | +0.5% | +5.3% |
| 6M | +9.7% | +23.3% | -13.7% | -2.3% |
| YTD | +27.1% | +13.7% | +13.4% | +16.6% |
| 1Y | +32.6% | -6.5% | +39.1% | +30.5% |
| 3Y | +40.0% | -25.2% | +65.2% | +47.0% |
| 5Y | +50.8% | -19.5% | +70.3% | +49.6% |
| 10Y | +278.6% | +285.8% | -7.2% | +102.4% |
| All | +398.5% | +903.1% | -504.6% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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