+271.8%
UNP vs WMB
+309.4%
-37.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.2% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | -1.1% | +7.7% | -8.9% | -4.1% |
| 3M | +7.9% | +6.7% | +1.2% | +4.8% |
| 6M | +14.6% | +3.6% | +11.0% | +12.3% |
| YTD | +26.6% | +28.0% | -1.4% | +14.3% |
| 1Y | +35.6% | +37.6% | -2.1% | +18.7% |
| 3Y | +45.5% | +149.0% | -103.5% | -1.8% |
| 5Y | +50.0% | +285.3% | -235.3% | -16.4% |
| 10Y | +271.8% | +302.1% | -30.2% | +84.7% |
| All | +271.8% | +309.4% | -37.6% | +84.7% |
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