+279.5%
UNP vs WU
-39.5%
+318.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -5.0% | +3.8% | +0.5% |
| 30D | -2.0% | -2.3% | +0.3% | -1.3% |
| 3M | +7.5% | -3.2% | +10.7% | +7.1% |
| 6M | +15.3% | -25.0% | +40.4% | +25.3% |
| YTD | +25.4% | -21.7% | +47.1% | +33.7% |
| 1Y | +35.6% | -9.0% | +44.6% | +35.4% |
| 3Y | +44.1% | -28.9% | +73.0% | +55.0% |
| 5Y | +54.0% | -51.0% | +105.0% | +89.1% |
| All | +279.5% | -39.5% | +318.9% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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