+35.6%
UNP vs WST
-0.1%
+35.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | -4.6% | -3.1% | -1.4% | -4.2% |
| 30D | +5.6% | +9.1% | -3.5% | +4.6% |
| 3M | -1.3% | +14.7% | -16.0% | -2.8% |
| 6M | +9.2% | +28.0% | -18.8% | +6.1% |
| YTD | +27.3% | +45.6% | -18.3% | +21.6% |
| 1Y | +35.9% | +45.7% | -9.7% | +29.7% |
| 3Y | +45.5% | +21.1% | +24.4% | +36.8% |
| All | +35.6% | -0.1% | +35.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling