+271.8%
UNP vs WST
+321.8%
-50.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | -4.6% | +3.5% | -0.3% |
| 3M | +7.9% | +5.7% | +2.2% | +6.5% |
| 6M | +14.6% | +37.6% | -22.9% | +7.4% |
| YTD | +26.6% | +23.0% | +3.5% | +20.9% |
| 1Y | +35.6% | +33.8% | +1.7% | +26.8% |
| 3Y | +45.5% | -13.4% | +58.9% | +42.2% |
| 5Y | +50.0% | -27.0% | +76.9% | +50.6% |
| 10Y | +271.8% | +324.5% | -52.7% | +93.0% |
| All | +271.8% | +321.8% | -50.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling