+89.7%
GWW vs UDR
+3.3%
+86.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.3% |
| 30D | -1.9% | -5.3% | +3.4% | -0.2% |
| 3M | -2.4% | -9.5% | +7.1% | +0.6% |
| 6M | +15.7% | -0.7% | +16.4% | +15.3% |
| YTD | +27.6% | -1.2% | +28.8% | +27.5% |
| 1Y | +27.2% | -5.7% | +32.9% | +29.0% |
| 3Y | +89.7% | +3.7% | +85.9% | +92.0% |
| All | +89.7% | +3.3% | +86.4% | +92.0% |
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