+90.5%
WFC vs UNP
+41.3%
+49.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +1.7% | +2.1% | -0.4% | +0.6% |
| 30D | +6.8% | +7.7% | -0.9% | +2.8% |
| 3M | -3.0% | +4.0% | -7.0% | -5.2% |
| 6M | +15.4% | +15.7% | -0.3% | +6.0% |
| YTD | -5.9% | +33.5% | -39.4% | -20.6% |
| 1Y | +1.7% | +38.9% | -37.3% | -16.2% |
| 3Y | +124.9% | +53.7% | +71.2% | +73.9% |
| 5Y | +90.5% | +40.4% | +50.0% | +43.4% |
| All | +90.5% | +41.3% | +49.2% | +43.4% |
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