+277.6%
UNP vs GWRE
+131.0%
+146.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.8% | -13.2% | +11.4% | +0.3% |
| 30D | -2.7% | -18.6% | +15.9% | -0.2% |
| 3M | +6.5% | +18.9% | -12.4% | +2.0% |
| 6M | +14.4% | -11.0% | +25.3% | +13.7% |
| YTD | +24.8% | -29.9% | +54.7% | +29.5% |
| 1Y | +34.4% | -44.3% | +78.8% | +46.3% |
| 3Y | +43.6% | +51.7% | -8.1% | +19.2% |
| 5Y | +53.2% | +15.4% | +37.8% | +33.6% |
| All | +277.6% | +131.0% | +146.7% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling