+991.6%
WDC vs UNP
+48.4%
+943.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +7.5% | -1.7% | +9.2% | +8.3% |
| 30D | +10.1% | -2.1% | +12.2% | +11.1% |
| 3M | -6.8% | +5.4% | -12.3% | -9.9% |
| 6M | +84.1% | +13.4% | +70.8% | +70.1% |
| YTD | +180.3% | +25.0% | +155.3% | +144.3% |
| 1Y | +411.1% | +34.6% | +376.5% | +325.1% |
| 3Y | +1,375.0% | +43.6% | +1,331.4% | +1,067.0% |
| 5Y | +991.6% | +51.7% | +939.8% | +743.9% |
| All | +991.6% | +48.4% | +943.2% | +743.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling