+50.0%
UNP vs WAT
-4.5%
+54.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -1.1% | -1.0% | -0.2% | -1.0% |
| 3M | +7.9% | +10.9% | -3.0% | +5.3% |
| 6M | +14.6% | +33.2% | -18.5% | +6.2% |
| YTD | +26.6% | +6.1% | +20.5% | +23.7% |
| 1Y | +35.6% | +30.2% | +5.3% | +25.0% |
| 3Y | +45.5% | +52.9% | -7.4% | +24.4% |
| 5Y | +50.0% | -5.1% | +55.1% | +40.5% |
| All | +50.0% | -4.5% | +54.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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