+5,019.1%
UNP vs WAT
+12,580.5%
-7,561.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | +3.4% | -4.3% | -1.6% |
| 30D | +8.0% | +9.6% | -1.6% | +5.9% |
| 3M | +3.3% | +15.5% | -12.1% | +0.1% |
| 6M | +14.7% | +33.9% | -19.2% | +7.3% |
| YTD | +31.9% | +25.2% | +6.7% | +24.1% |
| 1Y | +37.1% | +26.3% | +10.8% | +28.7% |
| 3Y | +51.9% | +85.8% | -34.0% | +28.7% |
| 5Y | +39.3% | +35.3% | +4.0% | +24.7% |
| 10Y | +284.1% | +231.8% | +52.3% | +184.8% |
| All | +5,019.1% | +12,580.5% | -7,561.4% | +2,684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling