+72.6%
BWA vs UDR
+3.3%
+69.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -3.5% | +2.1% | -0.1% |
| 30D | -2.9% | -5.3% | +2.4% | -1.2% |
| 3M | -10.7% | -9.5% | -1.2% | -7.9% |
| 6M | +26.5% | -0.7% | +27.1% | +25.1% |
| YTD | +49.1% | -1.2% | +50.3% | +47.8% |
| 1Y | +52.1% | -5.7% | +57.8% | +53.5% |
| 3Y | +72.6% | +3.7% | +68.8% | +76.2% |
| All | +72.6% | +3.3% | +69.3% | +76.2% |
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