-58.9%
BBWI vs UDR
+47.3%
-106.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.0% |
| 7D | -8.0% | -3.4% | -4.6% | -5.9% |
| 30D | -6.6% | -5.4% | -1.2% | -3.2% |
| 3M | -2.7% | -10.0% | +7.3% | +4.0% |
| 6M | -12.8% | -2.5% | -10.2% | -11.6% |
| YTD | -10.5% | -1.1% | -9.4% | -10.4% |
| 1Y | -35.3% | -3.9% | -31.5% | -34.3% |
| 3Y | -47.7% | +3.4% | -51.2% | -49.9% |
| 5Y | -68.9% | -18.9% | -50.0% | -65.5% |
| All | -58.9% | +47.3% | -106.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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