+9,339.3%
UNP vs WM
+28,547.2%
-19,208.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -4.6% | +1.2% | -5.8% | -4.8% |
| 30D | +5.6% | +13.1% | -7.4% | +3.0% |
| 3M | -1.3% | +3.6% | -4.9% | -2.1% |
| 6M | +9.2% | +8.1% | +1.2% | +7.4% |
| YTD | +27.3% | +8.9% | +18.4% | +25.0% |
| 1Y | +35.9% | +20.3% | +15.6% | +30.8% |
| 3Y | +45.5% | +46.2% | -0.7% | +34.2% |
| 5Y | +36.0% | +59.9% | -23.9% | +23.0% |
| 10Y | +307.2% | +345.6% | -38.4% | +210.1% |
| All | +9,339.3% | +28,547.2% | -19,208.0% | +5,746.2% |
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 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