+51.7%
UNP vs WMB
+285.8%
-234.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | +4.6% | -6.7% | -3.5% |
| 3M | +5.4% | +5.7% | -0.3% | +3.4% |
| 6M | +13.4% | +4.2% | +9.2% | +11.4% |
| YTD | +25.0% | +26.8% | -1.9% | +15.4% |
| 1Y | +34.6% | +34.7% | -0.1% | +21.7% |
| 3Y | +43.6% | +146.8% | -103.2% | +0.8% |
| 5Y | +51.7% | +285.0% | -233.3% | -9.6% |
| All | +51.7% | +285.8% | -234.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling