+256.1%
UNP vs W
+176.2%
+79.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.1% |
| 7D | -5.3% | -4.2% | -1.2% | -5.0% |
| 30D | -1.5% | -7.6% | +6.0% | -0.9% |
| 3M | +10.3% | +37.2% | -26.9% | +6.2% |
| 6M | +9.7% | +26.3% | -16.7% | +5.9% |
| YTD | +27.1% | -1.0% | +28.1% | +25.1% |
| 1Y | +32.6% | +20.1% | +12.5% | +27.3% |
| 3Y | +40.0% | +37.8% | +2.2% | +26.9% |
| 5Y | +50.8% | -63.7% | +114.5% | +43.7% |
| 10Y | +278.6% | +156.3% | +122.3% | +169.7% |
| All | +256.1% | +176.2% | +79.9% | +152.5% |
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 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