+40.2%
UNP vs WCN
+48.0%
-7.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +2.6% | +1.6% | +3.2% |
| 30D | +5.6% | +23.9% | -18.3% | -3.0% |
| 3M | +2.0% | +17.4% | -15.4% | -4.3% |
| 6M | +15.4% | +28.0% | -12.6% | +4.3% |
| YTD | +32.7% | +11.6% | +21.2% | +26.2% |
| 1Y | +39.4% | +16.9% | +22.6% | +30.0% |
| 3Y | +54.3% | +51.6% | +2.7% | +23.3% |
| All | +40.2% | +48.0% | -7.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling