+99.4%
FWONK vs UDR
-20.2%
+119.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -3.5% | +3.6% | +1.3% |
| 30D | -7.7% | -5.3% | -2.4% | -6.0% |
| 3M | +5.7% | -9.5% | +15.3% | +9.2% |
| 6M | +13.5% | -0.7% | +14.1% | +13.4% |
| YTD | -3.0% | -1.2% | -1.8% | -3.2% |
| 1Y | -6.4% | -5.7% | -0.7% | -5.1% |
| 3Y | +43.8% | +3.7% | +40.1% | +39.4% |
| All | +99.4% | -20.2% | +119.5% | +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 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