+1,188.5%
WDC vs UNP
+285.4%
+903.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.3% | -1.8% | -2.5% | -3.2% |
| 30D | -1.5% | -2.7% | +1.2% | +0.2% |
| 3M | -15.5% | +6.5% | -22.0% | -19.8% |
| 6M | +66.5% | +14.4% | +52.1% | +49.2% |
| YTD | +159.9% | +24.8% | +135.0% | +118.2% |
| 1Y | +366.0% | +34.4% | +331.5% | +269.5% |
| 3Y | +1,285.8% | +43.6% | +1,242.2% | +929.2% |
| 5Y | +925.6% | +53.2% | +872.3% | +605.8% |
| All | +1,188.5% | +285.4% | +903.1% | +481.0% |
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