+282.5%
UNP vs W
+142.4%
+140.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -1.7% | +5.9% | -7.6% | -2.3% |
| 30D | -2.1% | -3.0% | +0.9% | -1.9% |
| 3M | +5.4% | +40.3% | -34.9% | +1.0% |
| 6M | +13.4% | +32.2% | -18.8% | +8.6% |
| YTD | +25.0% | -0.3% | +25.2% | +22.7% |
| 1Y | +34.6% | +16.2% | +18.4% | +29.1% |
| 3Y | +43.6% | +40.7% | +2.9% | +28.6% |
| 5Y | +51.7% | -62.3% | +114.1% | +44.6% |
| 10Y | +282.5% | +162.2% | +120.3% | +134.8% |
| All | +282.5% | +142.4% | +140.2% | +134.8% |
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