-24.7%
WULF vs UNP
+52.3%
-77.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.0% |
| 7D | +1.4% | -1.8% | +3.2% | +2.5% |
| 30D | -2.6% | -2.7% | +0.1% | -1.2% |
| 3M | -34.0% | +6.5% | -40.5% | -37.5% |
| 6M | +10.0% | +14.4% | -4.4% | -1.0% |
| YTD | +45.7% | +24.8% | +20.9% | +23.2% |
| 1Y | +57.3% | +34.4% | +22.9% | +25.2% |
| 3Y | +878.9% | +43.6% | +835.4% | +663.9% |
| All | -24.7% | +52.3% | -77.0% | -38.9% |
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