+40.2%
UNP vs WM
+61.9%
-21.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.2% | +3.2% | +1.0% | +3.0% |
| 30D | +5.6% | +13.0% | -7.4% | +0.7% |
| 3M | +2.0% | +9.2% | -7.2% | -1.5% |
| 6M | +15.4% | +13.6% | +1.8% | +9.6% |
| YTD | +32.7% | +12.4% | +20.3% | +26.2% |
| 1Y | +39.4% | +21.2% | +18.2% | +28.8% |
| 3Y | +54.3% | +48.7% | +5.6% | +27.9% |
| All | +40.2% | +61.9% | -21.7% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling