+288.4%
UNP vs WWD
+468.3%
-179.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -2.1% | +3.7% | -5.8% | -3.3% |
| 30D | +7.3% | +1.8% | +5.5% | +6.2% |
| 3M | +3.6% | -5.0% | +8.6% | +4.7% |
| 6M | +15.8% | -8.4% | +24.2% | +17.4% |
| YTD | +32.6% | +12.3% | +20.3% | +23.6% |
| 1Y | +37.2% | +26.2% | +11.0% | +21.9% |
| 3Y | +52.6% | +154.6% | -102.0% | +0.2% |
| 5Y | +40.6% | +195.3% | -154.7% | -15.5% |
| 10Y | +288.4% | +466.3% | -177.9% | +71.2% |
| All | +288.4% | +468.3% | -179.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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