+131.0%
WDAY vs UNP
+287.8%
-156.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -5.3% | -2.1% | -3.2% | -4.5% |
| 30D | +1.5% | +7.3% | -5.7% | -1.6% |
| 3M | +5.5% | +3.6% | +1.8% | +3.7% |
| 6M | +57.4% | +15.8% | +41.6% | +46.4% |
| YTD | -11.0% | +32.6% | -43.6% | -23.6% |
| 1Y | -15.8% | +37.2% | -53.0% | -28.9% |
| 3Y | -16.9% | +52.6% | -69.5% | -34.3% |
| 5Y | -35.3% | +40.6% | -75.8% | -47.6% |
| 10Y | +131.0% | +288.4% | -157.4% | +20.3% |
| All | +131.0% | +287.8% | -156.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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