+281.1%
UNP vs WMB
+284.4%
-3.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.1% | +8.1% | -6.0% | -0.7% |
| 30D | +7.7% | -6.9% | +14.6% | +10.0% |
| 3M | +4.0% | -5.1% | +9.1% | +5.2% |
| 6M | +15.7% | -5.7% | +21.4% | +16.8% |
| YTD | +33.5% | +18.1% | +15.4% | +23.4% |
| 1Y | +38.9% | +18.4% | +20.5% | +28.2% |
| 3Y | +53.7% | +122.7% | -69.1% | +7.7% |
| 5Y | +40.4% | +202.0% | -161.6% | -14.2% |
| All | +281.1% | +284.4% | -3.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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