+277.6%
UNP vs GWW
+570.2%
-292.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.8% | -3.4% | +1.6% | -0.4% |
| 30D | -2.7% | -1.9% | -0.8% | -2.0% |
| 3M | +6.5% | -2.4% | +8.9% | +7.3% |
| 6M | +14.4% | +15.7% | -1.3% | +6.8% |
| YTD | +24.8% | +27.6% | -2.8% | +11.5% |
| 1Y | +34.4% | +27.2% | +7.2% | +20.0% |
| 3Y | +43.6% | +89.7% | -46.1% | +6.3% |
| 5Y | +53.2% | +223.9% | -170.7% | -12.2% |
| All | +277.6% | +570.2% | -292.5% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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