+428.1%
WMT vs UNP
+285.4%
+142.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | -7.4% | -2.7% | -4.7% | -6.9% |
| 3M | -10.9% | +6.5% | -17.4% | -12.2% |
| 6M | -12.7% | +14.4% | -27.1% | -15.5% |
| YTD | -3.2% | +24.8% | -28.0% | -8.1% |
| 1Y | +5.3% | +34.4% | -29.2% | -1.7% |
| 3Y | +101.9% | +43.6% | +58.3% | +84.4% |
| 5Y | +134.6% | +53.2% | +81.3% | +109.1% |
| All | +428.1% | +285.4% | +142.6% | +294.1% |
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