+284.1%
UNP vs WM
+329.9%
-45.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.6% |
| 30D | +8.0% | +13.7% | -5.7% | +0.4% |
| 3M | +3.3% | +5.2% | -1.9% | +0.2% |
| 6M | +14.7% | +11.2% | +3.5% | +7.5% |
| YTD | +31.9% | +9.4% | +22.5% | +24.2% |
| 1Y | +37.1% | +20.4% | +16.7% | +22.1% |
| 3Y | +51.9% | +44.7% | +7.2% | +17.3% |
| 5Y | +39.3% | +58.5% | -19.2% | -0.6% |
| 10Y | +284.1% | +326.4% | -42.3% | +49.0% |
| All | +284.1% | +329.9% | -45.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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