+5.3%
WMT vs UNP
+35.2%
-29.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -7.4% | -2.7% | -4.7% | -7.2% |
| 3M | -10.9% | +6.5% | -17.4% | -12.0% |
| 6M | -12.7% | +14.4% | -27.1% | -15.4% |
| YTD | -3.2% | +24.8% | -28.0% | -8.1% |
| 1Y | +5.3% | +34.4% | -29.2% | -0.8% |
| All | +5.3% | +35.2% | -29.9% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling