+275.9%
UNP vs WM
+306.5%
-30.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -1.5% | -2.4% | +0.8% | -0.3% |
| 3M | +10.3% | +0.4% | +9.8% | +9.6% |
| 6M | +9.7% | -9.5% | +19.1% | +15.3% |
| YTD | +27.1% | +0.5% | +26.6% | +25.7% |
| 1Y | +32.6% | -1.1% | +33.7% | +31.9% |
| 3Y | +40.0% | +46.0% | -6.0% | +6.7% |
| 5Y | +50.8% | +51.8% | -1.0% | +9.8% |
| All | +275.9% | +306.5% | -30.6% | +47.2% |
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