+281.1%
UNP vs WST
+449.7%
-168.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | +4.9% | -2.8% | +1.2% |
| 30D | +7.7% | +10.7% | -3.0% | +5.7% |
| 3M | +4.0% | +16.8% | -12.8% | +0.9% |
| 6M | +15.7% | +32.0% | -16.3% | +9.3% |
| YTD | +33.5% | +49.9% | -16.4% | +22.6% |
| 1Y | +38.9% | +50.6% | -11.7% | +27.4% |
| 3Y | +53.7% | +21.4% | +32.2% | +38.8% |
| 5Y | +40.4% | -0.6% | +41.0% | +30.9% |
| All | +281.1% | +449.7% | -168.6% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling