+17,845.4%
WDC vs UNP
+9,690.0%
+8,155.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | -5.3% | +7.1% | +4.8% |
| 30D | -10.0% | -1.5% | -8.4% | -9.2% |
| 3M | -18.8% | +10.3% | -29.0% | -23.7% |
| 6M | +79.0% | +9.7% | +69.4% | +68.0% |
| YTD | +171.6% | +27.1% | +144.5% | +134.3% |
| 1Y | +417.4% | +32.6% | +384.8% | +334.4% |
| 3Y | +1,251.8% | +40.0% | +1,211.8% | +992.9% |
| 5Y | +911.7% | +50.8% | +860.9% | +675.3% |
| 10Y | +1,399.6% | +278.6% | +1,121.0% | +618.6% |
| All | +17,845.4% | +9,690.0% | +8,155.4% | +2,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling