+54.3%
UNP vs WSM
+260.3%
-206.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +5.6% | +5.1% | +0.5% | +4.8% |
| 3M | +2.0% | +5.1% | -3.1% | +1.2% |
| 6M | +15.4% | +48.6% | -33.2% | +8.7% |
| YTD | +32.7% | +44.2% | -11.5% | +25.3% |
| 1Y | +39.4% | +38.1% | +1.3% | +32.4% |
| 3Y | +54.3% | +257.2% | -202.9% | +24.2% |
| All | +54.3% | +260.3% | -206.0% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling