+279.5%
UNP vs NWSA
+148.8%
+130.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -1.2% | -4.8% | +3.6% | +0.6% |
| 30D | -2.0% | +3.0% | -4.9% | -3.1% |
| 3M | +7.5% | +9.3% | -1.8% | +3.6% |
| 6M | +15.3% | +23.2% | -7.8% | +6.0% |
| YTD | +25.4% | +13.3% | +12.1% | +18.4% |
| 1Y | +35.6% | +2.9% | +32.7% | +32.5% |
| 3Y | +44.1% | +43.3% | +0.8% | +22.5% |
| 5Y | +54.0% | +40.9% | +13.1% | +27.5% |
| All | +279.5% | +148.8% | +130.6% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling