+284.1%
UNP vs W
+228.8%
+55.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +8.0% | +6.4% | +1.6% | +7.2% |
| 3M | +3.3% | +9.0% | -5.6% | +2.2% |
| 6M | +14.7% | +69.8% | -55.1% | +7.4% |
| YTD | +31.9% | +12.1% | +19.9% | +27.8% |
| 1Y | +37.1% | 0.0% | +37.1% | +34.1% |
| 3Y | +51.9% | +160.3% | -108.5% | +28.1% |
| 5Y | +39.3% | -53.3% | +92.6% | +29.6% |
| 10Y | +284.1% | +217.0% | +67.1% | +151.4% |
| All | +284.1% | +228.8% | +55.3% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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