+9,321.7%
UNP vs WSM
+34,755.7%
-25,434.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -5.3% | -3.3% | -2.1% | -4.8% |
| 30D | -1.5% | -8.4% | +6.8% | -0.2% |
| 3M | +10.3% | +9.7% | +0.6% | +8.5% |
| 6M | +9.7% | +16.7% | -7.0% | +6.6% |
| YTD | +27.1% | +28.7% | -1.6% | +21.5% |
| 1Y | +32.6% | +13.7% | +18.9% | +29.0% |
| 3Y | +40.0% | +230.1% | -190.1% | +11.7% |
| 5Y | +50.8% | +179.0% | -128.1% | +20.2% |
| 10Y | +278.6% | +1,002.5% | -723.9% | +131.3% |
| All | +9,321.7% | +34,755.7% | -25,434.0% | +3,548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling