-67.5%
BBWI vs UDR
-20.8%
-46.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 6M | +16.6% | -1.4% | +18.1% | +17.5% |
| YTD | +9.7% | +3.4% | +6.3% | +6.7% |
| 1Y | +1.5% | +9.9% | -8.4% | -5.6% |
| 3Y | -21.4% | +28.5% | -49.9% | -34.9% |
| All | -67.5% | -20.8% | -46.7% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling