+43.6%
UNP vs WTW
+61.9%
-18.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.8% | -5.7% | +3.9% | -0.8% |
| 30D | -2.7% | -7.3% | +4.5% | -1.5% |
| 3M | +6.5% | +21.5% | -15.0% | +2.5% |
| 6M | +14.4% | +9.6% | +4.7% | +11.7% |
| YTD | +24.8% | -3.3% | +28.1% | +25.0% |
| 1Y | +34.4% | -6.1% | +40.6% | +35.6% |
| 3Y | +43.6% | +61.8% | -18.3% | +41.0% |
| All | +43.6% | +61.9% | -18.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling