+82.7%
WULF vs UNP
+285.4%
-202.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -2.6% | -2.7% | +0.1% | -1.8% |
| 3M | -34.0% | +6.5% | -40.5% | -35.8% |
| 6M | +10.0% | +14.4% | -4.4% | +4.4% |
| YTD | +45.7% | +24.8% | +20.9% | +34.2% |
| 1Y | +57.3% | +34.4% | +22.9% | +40.8% |
| 3Y | +878.9% | +43.6% | +835.4% | +774.2% |
| 5Y | -28.3% | +53.2% | -81.5% | -36.7% |
| All | +82.7% | +285.4% | -202.8% | +54.5% |
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