+40.2%
UNP vs EWT
+118.2%
-78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +9.1% | -4.9% | +2.2% |
| 30D | +5.6% | -12.2% | +17.8% | +8.2% |
| 3M | +2.0% | -9.4% | +11.4% | +3.6% |
| 6M | +15.4% | +2.7% | +12.7% | +12.1% |
| YTD | +32.7% | +53.3% | -20.6% | +12.3% |
| 1Y | +39.4% | +59.2% | -19.7% | +16.4% |
| 3Y | +54.3% | +157.1% | -102.8% | +2.3% |
| All | +40.2% | +118.2% | -78.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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