+43.8%
UNP vs NWSA
+44.1%
-0.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -3.1% | +1.3% | -0.8% |
| 30D | -2.1% | +4.3% | -6.4% | -3.3% |
| 3M | +5.4% | +9.2% | -3.8% | +2.4% |
| 6M | +13.4% | +21.6% | -8.2% | +6.1% |
| YTD | +25.0% | +14.2% | +10.7% | +19.0% |
| 1Y | +34.6% | +1.8% | +32.8% | +33.6% |
| All | +43.8% | +44.1% | -0.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling