+279.5%
UNP vs WPM
+545.0%
-265.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.5% |
| 7D | -1.2% | -3.6% | +2.4% | -1.0% |
| 30D | -2.0% | +12.5% | -14.4% | -2.5% |
| 3M | +7.5% | +40.6% | -33.1% | +5.7% |
| 6M | +15.3% | +0.5% | +14.8% | +15.0% |
| YTD | +25.4% | +29.0% | -3.6% | +23.3% |
| 1Y | +35.6% | +43.8% | -8.2% | +32.3% |
| 3Y | +44.1% | +266.3% | -222.1% | +32.1% |
| 5Y | +54.0% | +255.1% | -201.1% | +39.9% |
| All | +279.5% | +545.0% | -265.5% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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