+9,592.7%
UNP vs WM
+29,154.7%
-19,562.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.7% |
| 7D | -1.3% | +4.5% | -5.8% | -2.2% |
| 30D | +7.7% | +16.1% | -8.3% | +4.5% |
| 3M | +1.3% | +8.0% | -6.8% | -0.3% |
| 6M | +14.0% | +8.4% | +5.6% | +12.0% |
| YTD | +30.8% | +11.2% | +19.5% | +27.8% |
| 1Y | +40.0% | +22.3% | +17.6% | +34.2% |
| 3Y | +50.1% | +50.2% | -0.2% | +37.6% |
| 5Y | +39.6% | +63.3% | -23.6% | +25.8% |
| 10Y | +318.1% | +355.0% | -36.9% | +217.0% |
| All | +9,592.7% | +29,154.7% | -19,562.0% | +5,877.8% |
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