+21.2%
UNP vs WETO
-99.4%
+120.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.3% |
| 7D | -1.2% | -19.9% | +18.7% | -1.1% |
| 30D | -2.0% | -42.7% | +40.7% | -2.3% |
| 3M | +7.5% | -97.7% | +105.2% | +7.1% |
| 6M | +15.3% | -94.4% | +109.8% | +14.6% |
| YTD | +25.4% | -97.0% | +122.4% | +25.0% |
| 1Y | +35.6% | -98.9% | +134.5% | +35.5% |
| All | +21.2% | -99.4% | +120.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling