+422.5%
UNP vs NWSA
+97.3%
+325.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.5% |
| 7D | +2.1% | -0.8% | +2.9% | +2.4% |
| 30D | +7.7% | -11.3% | +19.1% | +12.2% |
| 3M | +4.0% | -8.1% | +12.1% | +6.7% |
| 6M | +15.7% | -0.7% | +16.3% | +14.8% |
| YTD | +33.5% | +1.3% | +32.2% | +30.6% |
| 1Y | +38.9% | -1.3% | +40.3% | +37.3% |
| 3Y | +53.7% | +28.4% | +25.3% | +35.8% |
| 5Y | +40.4% | +15.3% | +25.2% | +25.5% |
| 10Y | +291.1% | +142.7% | +148.4% | +139.8% |
| All | +422.5% | +97.3% | +325.3% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling