+419.5%
UNP vs NWSA
+102.5%
+317.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.4% |
| 30D | +5.6% | -8.8% | +14.4% | +8.8% |
| 3M | +2.0% | -6.5% | +8.5% | +4.0% |
| 6M | +15.4% | +1.5% | +13.9% | +13.6% |
| YTD | +32.7% | +4.0% | +28.7% | +28.6% |
| 1Y | +39.4% | +3.4% | +36.0% | +35.4% |
| 3Y | +54.3% | +34.8% | +19.5% | +33.9% |
| 5Y | +39.6% | +18.4% | +21.3% | +23.6% |
| 10Y | +288.9% | +149.2% | +139.7% | +136.1% |
| All | +419.5% | +102.5% | +317.0% | +234.7% |
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