+126.7%
WFC vs UNP
+51.4%
+75.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +0.8% | -1.1% | +2.0% | +1.2% |
| 3M | +9.3% | +7.9% | +1.4% | +4.5% |
| 6M | +10.6% | +14.6% | -4.0% | +1.9% |
| YTD | -4.1% | +26.6% | -30.7% | -16.6% |
| 1Y | +13.6% | +35.6% | -22.0% | -5.1% |
| 3Y | +130.7% | +45.5% | +85.2% | +84.2% |
| 5Y | +126.7% | +50.0% | +76.7% | +74.5% |
| All | +126.7% | +51.4% | +75.4% | +74.5% |
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