+293.8%
UNP vs WST
+466.7%
-172.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.7% |
| 7D | -3.3% | +1.3% | -4.5% | -3.5% |
| 30D | +6.7% | +12.9% | -6.2% | +4.3% |
| 3M | +1.8% | +16.7% | -14.9% | -1.2% |
| 6M | +13.3% | +26.8% | -13.5% | +7.9% |
| YTD | +30.3% | +50.5% | -20.1% | +19.7% |
| 1Y | +36.9% | +52.9% | -16.0% | +25.2% |
| 3Y | +50.9% | +23.9% | +27.0% | +35.6% |
| 5Y | +37.9% | +1.0% | +36.9% | +27.9% |
| 10Y | +293.8% | +451.4% | -157.6% | +99.4% |
| All | +293.8% | +466.7% | -172.9% | +99.4% |
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