+293.8%
UNP vs WMB
+267.9%
+25.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.0% |
| 7D | -3.3% | -6.7% | +3.4% | -1.0% |
| 30D | +6.7% | -8.6% | +15.3% | +9.7% |
| 3M | +1.8% | -4.9% | +6.7% | +2.8% |
| 6M | +13.3% | -6.3% | +19.6% | +14.6% |
| YTD | +30.3% | +13.0% | +17.4% | +22.4% |
| 1Y | +36.9% | +14.9% | +22.0% | +27.6% |
| 3Y | +50.9% | +113.4% | -62.4% | +7.4% |
| 5Y | +37.9% | +190.2% | -152.2% | -14.5% |
| 10Y | +293.8% | +259.9% | +33.9% | +99.5% |
| All | +293.8% | +267.9% | +25.9% | +99.5% |
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