+6,268.0%
UNP vs WAB
+4,353.8%
+1,914.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +2.1% | +7.9% | -5.8% | -0.4% |
| 30D | +7.7% | +4.9% | +2.8% | +5.9% |
| 3M | +4.0% | +1.8% | +2.3% | +3.2% |
| 6M | +15.7% | +12.0% | +3.7% | +10.7% |
| YTD | +33.5% | +41.3% | -7.8% | +18.4% |
| 1Y | +38.9% | +43.8% | -4.9% | +22.4% |
| 3Y | +53.7% | +171.1% | -117.4% | +9.2% |
| 5Y | +40.4% | +217.7% | -177.3% | -6.0% |
| 10Y | +291.1% | +272.3% | +18.8% | +136.4% |
| All | +6,268.0% | +4,353.8% | +1,914.2% | +2,055.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling