+277.6%
UNP vs WSM
+1,071.8%
-794.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -2.7% | -7.7% | +5.0% | -1.1% |
| 3M | +6.5% | +3.8% | +2.7% | +5.5% |
| 6M | +14.4% | +22.7% | -8.3% | +9.0% |
| YTD | +24.8% | +28.0% | -3.2% | +17.7% |
| 1Y | +34.4% | +12.7% | +21.7% | +29.8% |
| 3Y | +43.6% | +231.3% | -187.7% | +4.8% |
| 5Y | +53.2% | +177.2% | -124.0% | +11.9% |
| All | +277.6% | +1,071.8% | -794.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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