+9,321.7%
UNP vs WM
+26,336.4%
-17,014.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | -2.4% | +0.8% | -1.1% |
| 3M | +10.3% | +0.4% | +9.8% | +10.1% |
| 6M | +9.7% | -9.5% | +19.1% | +11.7% |
| YTD | +27.1% | +0.5% | +26.6% | +26.8% |
| 1Y | +32.6% | -1.1% | +33.7% | +32.6% |
| 3Y | +40.0% | +46.0% | -6.0% | +29.2% |
| 5Y | +50.8% | +51.8% | -1.0% | +37.9% |
| 10Y | +278.6% | +307.5% | -28.9% | +193.4% |
| All | +9,321.7% | +26,336.4% | -17,014.7% | +5,831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling