+695.1%
WDC vs UNP
+287.8%
+407.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.0% |
| 7D | -3.2% | -2.1% | -1.2% | -1.4% |
| 30D | -19.0% | +7.3% | -26.3% | -22.6% |
| 3M | -28.4% | +3.6% | -32.1% | -30.3% |
| 6M | -39.2% | +15.8% | -55.1% | -46.0% |
| YTD | +82.1% | +32.6% | +49.5% | +46.1% |
| 1Y | +84.7% | +37.2% | +47.4% | +44.3% |
| 3Y | +825.6% | +52.6% | +773.0% | +556.0% |
| 5Y | +608.2% | +40.6% | +567.6% | +421.2% |
| 10Y | +695.1% | +288.4% | +406.7% | +205.3% |
| All | +695.1% | +287.8% | +407.4% | +205.3% |
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