+279.5%
UNP vs WAB
+292.7%
-13.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -2.0% | -5.9% | +3.9% | +0.7% |
| 3M | +7.5% | +9.4% | -1.9% | +2.8% |
| 6M | +15.3% | +13.8% | +1.5% | +7.9% |
| YTD | +25.4% | +31.8% | -6.3% | +10.0% |
| 1Y | +35.6% | +48.5% | -12.9% | +12.5% |
| 3Y | +44.1% | +167.0% | -122.8% | -9.6% |
| 5Y | +54.0% | +222.3% | -168.4% | -12.7% |
| All | +279.5% | +292.7% | -13.2% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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