+131.4%
WMT vs UNP
+51.6%
+79.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -6.4% | -2.0% | -4.5% | -6.1% |
| 3M | -12.1% | +7.5% | -19.6% | -13.6% |
| 6M | -15.0% | +15.3% | -30.3% | -17.8% |
| YTD | -4.5% | +25.4% | -29.9% | -9.5% |
| 1Y | +6.2% | +35.6% | -29.4% | -1.1% |
| 3Y | +99.9% | +44.1% | +55.7% | +82.6% |
| 5Y | +131.4% | +54.0% | +77.5% | +108.1% |
| All | +131.4% | +51.6% | +79.9% | +108.1% |
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 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