+51.7%
UNP vs WAB
+224.0%
-172.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | -2.1% | -4.6% | +2.4% | -0.1% |
| 3M | +5.4% | +5.6% | -0.2% | +2.4% |
| 6M | +13.4% | +13.8% | -0.4% | +6.0% |
| YTD | +25.0% | +31.9% | -6.9% | +9.3% |
| 1Y | +34.6% | +48.3% | -13.7% | +11.3% |
| 3Y | +43.6% | +167.1% | -123.5% | -11.8% |
| 5Y | +51.7% | +222.9% | -171.1% | -17.2% |
| All | +51.7% | +224.0% | -172.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling