+46.9%
UNP vs WEC
+42.4%
+4.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.3% | -0.3% | -5.1% | -5.3% |
| 30D | -1.5% | -1.3% | -0.3% | -1.2% |
| 3M | +10.3% | -3.9% | +14.2% | +11.8% |
| 6M | +9.7% | -8.3% | +18.0% | +12.9% |
| YTD | +27.1% | +3.1% | +24.0% | +25.9% |
| 1Y | +32.6% | +1.9% | +30.6% | +31.6% |
| All | +46.9% | +42.4% | +4.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling