+288.4%
UNP vs WEC
+190.8%
+97.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | +7.3% | +12.0% | -4.7% | +3.3% |
| 3M | +3.6% | +11.1% | -7.4% | -0.1% |
| 6M | +15.8% | +6.0% | +9.9% | +13.5% |
| YTD | +32.6% | +14.3% | +18.3% | +26.6% |
| 1Y | +37.2% | +8.0% | +29.2% | +33.5% |
| 3Y | +52.6% | +62.8% | -10.2% | +28.7% |
| 5Y | +40.6% | +55.3% | -14.7% | +20.2% |
| 10Y | +288.4% | +193.2% | +95.3% | +223.4% |
| All | +288.4% | +190.8% | +97.7% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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