-21.4%
BBWI vs UDR
+27.3%
-48.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +12.9% | +7.8% | +5.1% | +7.7% |
| 3M | +16.0% | -2.8% | +18.8% | +18.2% |
| 6M | +16.6% | -1.4% | +18.1% | +17.3% |
| YTD | +9.7% | +3.4% | +6.3% | +6.3% |
| 1Y | +1.5% | +9.9% | -8.4% | -6.0% |
| 3Y | -21.4% | +28.5% | -49.9% | -36.0% |
| All | -21.4% | +27.3% | -48.7% | -36.0% |
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