+277.6%
UNP vs ITW
+194.8%
+82.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.3% |
| 30D | -2.7% | -8.3% | +5.6% | +3.1% |
| 3M | +6.5% | +6.0% | +0.5% | +2.0% |
| 6M | +14.4% | 0.0% | +14.4% | +13.7% |
| YTD | +24.8% | +10.2% | +14.6% | +16.0% |
| 1Y | +34.4% | +3.2% | +31.2% | +30.4% |
| 3Y | +43.6% | +21.0% | +22.6% | +23.8% |
| 5Y | +53.2% | +37.9% | +15.3% | +18.0% |
| All | +277.6% | +194.8% | +82.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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