+9,321.7%
UNP vs WST
+12,330.1%
-3,008.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -5.3% | +0.7% | -6.1% | -5.5% |
| 30D | -1.5% | -3.1% | +1.6% | -0.8% |
| 3M | +10.3% | +7.2% | +3.0% | +8.2% |
| 6M | +9.7% | +36.8% | -27.1% | +1.2% |
| YTD | +27.1% | +23.8% | +3.2% | +19.8% |
| 1Y | +32.6% | +37.8% | -5.2% | +21.1% |
| 3Y | +40.0% | -15.9% | +55.9% | +35.4% |
| 5Y | +50.8% | -25.8% | +76.7% | +46.5% |
| 10Y | +278.6% | +319.6% | -41.0% | +118.2% |
| All | +9,321.7% | +12,330.1% | -3,008.4% | +2,708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling