+8,268.6%
WFC vs UNP
+10,182.8%
-1,914.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +1.7% | +2.1% | -0.4% | +0.5% |
| 30D | +6.8% | +7.7% | -0.9% | +2.4% |
| 3M | -3.0% | +4.0% | -7.0% | -5.5% |
| 6M | +15.4% | +15.7% | -0.3% | +5.2% |
| YTD | -5.9% | +33.5% | -39.4% | -21.4% |
| 1Y | +1.7% | +38.9% | -37.3% | -17.0% |
| 3Y | +124.9% | +53.7% | +71.2% | +71.8% |
| 5Y | +90.5% | +40.4% | +50.0% | +50.5% |
| 10Y | +117.8% | +291.1% | -173.3% | -4.1% |
| All | +8,268.6% | +10,182.8% | -1,914.2% | +653.5% |
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 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