+279.5%
UNP vs WCN
+235.2%
+44.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -1.2% | -4.4% | +3.3% | +1.2% |
| 30D | -2.0% | -4.4% | +2.5% | +0.4% |
| 3M | +7.5% | +0.5% | +7.0% | +6.8% |
| 6M | +15.3% | -3.3% | +18.6% | +16.7% |
| YTD | +25.4% | -8.5% | +33.9% | +30.2% |
| 1Y | +35.6% | -8.9% | +44.5% | +40.9% |
| 3Y | +44.1% | +18.0% | +26.1% | +25.1% |
| 5Y | +54.0% | +25.0% | +28.9% | +26.8% |
| All | +279.5% | +235.2% | +44.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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