+51.7%
UNP vs WY
-20.4%
+72.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.1% |
| 30D | -2.1% | -9.9% | +7.7% | +1.9% |
| 3M | +5.4% | -7.5% | +13.0% | +8.3% |
| 6M | +13.4% | -5.1% | +18.5% | +15.0% |
| YTD | +25.0% | -2.1% | +27.1% | +24.7% |
| 1Y | +34.6% | -7.3% | +41.9% | +37.2% |
| 3Y | +43.6% | -22.6% | +66.3% | +55.2% |
| 5Y | +51.7% | -19.8% | +71.5% | +60.9% |
| All | +51.7% | -20.4% | +72.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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