+145.8%
BWA vs UDR
+47.3%
+98.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | -5.5% | -5.4% | 0.0% | -3.4% |
| 3M | -7.6% | -10.0% | +2.4% | -4.1% |
| 6M | +25.0% | -2.5% | +27.5% | +25.2% |
| YTD | +47.0% | -1.1% | +48.1% | +46.3% |
| 1Y | +54.0% | -3.9% | +57.9% | +55.0% |
| 3Y | +70.7% | +3.4% | +67.2% | +64.6% |
| 5Y | +86.7% | -18.9% | +105.6% | +96.5% |
| All | +145.8% | +47.3% | +98.5% | +118.7% |
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