+397.5%
UNP vs NWSA
+127.4%
+270.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -5.3% | -1.9% | -3.5% | -4.7% |
| 30D | -1.5% | +4.6% | -6.1% | -3.2% |
| 3M | +10.3% | +13.2% | -3.0% | +4.9% |
| 6M | +9.7% | +27.0% | -17.3% | -0.3% |
| YTD | +27.1% | +16.8% | +10.3% | +18.7% |
| 1Y | +32.6% | +4.5% | +28.1% | +28.7% |
| 3Y | +40.0% | +46.2% | -6.2% | +18.4% |
| 5Y | +50.8% | +40.9% | +9.9% | +25.4% |
| 10Y | +278.6% | +145.1% | +133.5% | +131.8% |
| All | +397.5% | +127.4% | +270.0% | +208.8% |
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 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