+270.8%
UNP vs WING
+405.9%
-135.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -5.3% | -3.9% | -1.5% | -4.8% |
| 30D | -1.5% | -11.6% | +10.0% | -0.1% |
| 3M | +10.3% | -24.2% | +34.5% | +13.9% |
| 6M | +9.7% | -54.1% | +63.7% | +21.2% |
| YTD | +27.1% | -53.9% | +81.0% | +39.3% |
| 1Y | +32.6% | -64.4% | +96.9% | +50.3% |
| 3Y | +40.0% | -30.2% | +70.2% | +34.9% |
| 5Y | +50.8% | -34.1% | +85.0% | +41.3% |
| 10Y | +278.6% | +342.1% | -63.5% | +130.5% |
| All | +270.8% | +405.9% | -135.1% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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