+142.4%
WFC vs UNP
+271.6%
-129.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.8% |
| 7D | +0.4% | -1.7% | +2.2% | +1.5% |
| 30D | +2.5% | -2.1% | +4.6% | +3.6% |
| 3M | +10.0% | +5.4% | +4.5% | +5.7% |
| 6M | +15.1% | +13.4% | +1.7% | +4.8% |
| YTD | -2.2% | +25.0% | -27.2% | -16.7% |
| 1Y | +13.5% | +34.6% | -21.1% | -8.2% |
| 3Y | +135.2% | +43.6% | +91.6% | +79.8% |
| 5Y | +128.3% | +51.7% | +76.6% | +63.0% |
| 10Y | +142.4% | +282.5% | -140.1% | -6.3% |
| All | +142.4% | +271.6% | -129.2% | -6.3% |
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