+50.0%
UNP vs W
-63.0%
+113.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.7% | +6.5% | -7.2% | -1.2% |
| 30D | -1.1% | -6.2% | +5.1% | -0.7% |
| 3M | +7.9% | +48.9% | -41.0% | +3.7% |
| 6M | +14.6% | +31.2% | -16.6% | +10.8% |
| YTD | +26.6% | -0.4% | +27.0% | +24.9% |
| 1Y | +35.6% | +14.8% | +20.7% | +31.3% |
| 3Y | +45.5% | +40.5% | +5.0% | +32.4% |
| 5Y | +50.0% | -62.1% | +112.1% | +30.0% |
| All | +50.0% | -63.0% | +113.0% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling