+3,423.2%
BWA vs UDR
+1,419.9%
+2,003.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | +0.1% | -3.3% | +3.4% | +1.5% |
| 30D | -5.6% | -5.6% | +0.1% | -3.3% |
| 3M | -10.7% | -9.4% | -1.3% | -7.4% |
| 6M | +23.2% | -3.0% | +26.1% | +23.8% |
| YTD | +46.0% | -0.4% | +46.4% | +45.0% |
| 1Y | +51.2% | -5.1% | +56.3% | +53.2% |
| 3Y | +69.6% | +4.2% | +65.4% | +63.0% |
| 5Y | +86.6% | -19.5% | +106.1% | +97.6% |
| 10Y | +152.3% | +47.9% | +104.4% | +96.4% |
| All | +3,423.2% | +1,419.9% | +2,003.2% | +1,172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling