+20.6%
UNP vs WETO
-99.4%
+120.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | -2.7% | -39.9% | +37.2% | -3.0% |
| 3M | +6.5% | -97.9% | +104.4% | +6.1% |
| 6M | +14.4% | -95.0% | +109.4% | +13.7% |
| YTD | +24.8% | -97.2% | +122.0% | +24.5% |
| 1Y | +34.4% | -98.9% | +133.3% | +34.4% |
| All | +20.6% | -99.4% | +120.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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