-43.4%
BBWI vs UDR
+4.7%
-48.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | +1.6% | -2.1% | +3.6% | +2.9% |
| 30D | -6.2% | -5.6% | -0.6% | -2.6% |
| 3M | +4.3% | -5.8% | +10.1% | +8.2% |
| 6M | -7.2% | -1.1% | -6.1% | -7.1% |
| YTD | -3.0% | +1.6% | -4.6% | -5.1% |
| 1Y | -30.8% | -2.7% | -28.1% | -30.3% |
| 3Y | -43.4% | +6.3% | -49.7% | -47.8% |
| All | -43.4% | +4.7% | -48.1% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling