-40.1%
WDC vs UNP
+15.2%
-55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -5.1% |
| 7D | +12.1% | +4.2% | +7.8% | +13.3% |
| 30D | -18.8% | +5.6% | -24.4% | -16.0% |
| 3M | -39.3% | +2.0% | -41.3% | -37.8% |
| 6M | -40.1% | +15.4% | -55.5% | -33.7% |
| All | -40.1% | +15.2% | -55.3% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling