+15.7%
UNP vs WPM
-6.3%
+22.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.1% |
| 30D | +7.7% | -3.1% | +10.8% | +7.4% |
| 3M | +4.0% | -2.2% | +6.2% | +4.4% |
| 6M | +15.7% | -7.4% | +23.1% | +13.9% |
| All | +15.7% | -6.3% | +22.0% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling