+8,919.3%
WMT vs UNP
+9,650.4%
-731.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.1% | -0.7% | +0.9% | +0.3% |
| 30D | -5.0% | -1.1% | -3.8% | -4.8% |
| 3M | -11.3% | +7.9% | -19.1% | -13.3% |
| 6M | -13.8% | +14.6% | -28.4% | -17.2% |
| YTD | -4.2% | +26.6% | -30.8% | -10.5% |
| 1Y | +4.6% | +35.6% | -31.0% | -4.1% |
| 3Y | +100.5% | +45.5% | +55.0% | +78.7% |
| 5Y | +129.7% | +50.0% | +79.7% | +100.1% |
| 10Y | +423.4% | +271.8% | +151.6% | +240.7% |
| All | +8,919.3% | +9,650.4% | -731.2% | +1,415.6% |
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