+9.7%
UNP vs W
+29.5%
-19.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | +0.1% |
| 7D | -5.3% | -4.2% | -1.2% | -5.3% |
| 30D | -1.5% | -7.6% | +6.0% | -1.5% |
| 3M | +10.3% | +37.2% | -26.9% | +10.2% |
| 6M | +9.7% | +26.3% | -16.7% | +9.5% |
| All | +9.7% | +29.5% | -19.9% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling