+10,793.7%
WMT vs UNP
+10,123.3%
+670.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.0% | +4.2% | -2.2% | +0.9% |
| 30D | +10.3% | +5.6% | +4.7% | +8.7% |
| 3M | +11.0% | +2.0% | +8.9% | +10.3% |
| 6M | -2.3% | +15.4% | -17.7% | -6.3% |
| YTD | +15.7% | +32.7% | -17.0% | +6.8% |
| 1Y | +26.0% | +39.4% | -13.5% | +14.7% |
| 3Y | +136.5% | +54.3% | +82.2% | +107.7% |
| 5Y | +176.8% | +39.6% | +137.2% | +146.2% |
| 10Y | +537.5% | +288.9% | +248.7% | +310.7% |
| All | +10,793.7% | +10,123.3% | +670.4% | +1,707.8% |
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 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