+593.5%
UNP vs GWRE
+736.4%
-142.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -1.2% | -30.9% | +29.8% | +4.5% |
| 30D | -2.0% | -20.7% | +18.7% | +1.1% |
| 3M | +7.5% | +20.2% | -12.6% | +2.7% |
| 6M | +15.3% | -11.9% | +27.2% | +14.7% |
| YTD | +25.4% | -30.3% | +55.7% | +29.8% |
| 1Y | +35.6% | -44.6% | +80.2% | +46.7% |
| 3Y | +44.1% | +48.8% | -4.6% | +22.8% |
| 5Y | +54.0% | +14.8% | +39.2% | +35.5% |
| 10Y | +283.9% | +128.1% | +155.8% | +184.6% |
| All | +593.5% | +736.4% | -142.9% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling