+42.6%
UNP vs NWSA
+18.2%
+24.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.2% |
| 7D | +3.6% | +4.3% | -0.7% | +3.1% |
| 30D | +11.4% | +5.6% | +5.8% | +10.7% |
| 3M | +4.6% | +7.3% | -2.7% | +3.8% |
| 6M | +18.3% | +18.8% | -0.6% | +15.9% |
| YTD | +35.4% | +17.9% | +17.5% | +31.6% |
| 1Y | +42.6% | +19.3% | +23.3% | +37.9% |
| All | +42.6% | +18.2% | +24.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling