+256.8%
UNP vs W
+210.4%
+46.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -4.6% | -3.6% | -1.0% | -4.3% |
| 30D | +5.6% | +7.0% | -1.3% | +4.9% |
| 3M | -1.3% | +7.4% | -8.7% | -2.2% |
| 6M | +9.2% | +69.3% | -60.1% | +2.9% |
| YTD | +27.3% | +11.3% | +16.1% | +23.7% |
| 1Y | +35.9% | +13.2% | +22.7% | +31.6% |
| 3Y | +45.5% | +142.0% | -96.6% | +25.5% |
| 5Y | +36.0% | -54.6% | +90.6% | +26.8% |
| 10Y | +307.2% | +243.7% | +63.5% | +184.8% |
| All | +256.8% | +210.4% | +46.4% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling