+54.0%
UNP vs WSM
+171.2%
-117.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -2.0% | -10.7% | +8.7% | -0.2% |
| 3M | +7.5% | +8.5% | -1.0% | +6.0% |
| 6M | +15.3% | +19.6% | -4.3% | +11.7% |
| YTD | +25.4% | +26.6% | -1.2% | +20.2% |
| 1Y | +35.6% | +12.0% | +23.7% | +32.3% |
| 3Y | +44.1% | +226.6% | -182.5% | +14.8% |
| 5Y | +54.0% | +174.1% | -120.2% | +20.6% |
| All | +54.0% | +171.2% | -117.2% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling