+9,163.0%
UNP vs ITW
+9,371.1%
-208.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -0.8% |
| 30D | -2.1% | -10.4% | +8.3% | +3.4% |
| 3M | +5.4% | +3.5% | +1.9% | +3.4% |
| 6M | +13.4% | -3.4% | +16.7% | +15.0% |
| YTD | +25.0% | +8.5% | +16.4% | +19.5% |
| 1Y | +34.6% | +3.2% | +31.3% | +31.8% |
| 3Y | +43.6% | +18.9% | +24.7% | +30.7% |
| 5Y | +51.7% | +35.0% | +16.7% | +28.3% |
| 10Y | +282.5% | +188.6% | +93.9% | +125.0% |
| All | +9,163.0% | +9,371.1% | -208.1% | +1,668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling