+221.8%
GWW vs UDR
-20.3%
+242.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -3.1% | -3.4% | +0.2% | -1.7% |
| 30D | -2.3% | -5.4% | +3.1% | -0.1% |
| 3M | -3.3% | -10.0% | +6.7% | +0.8% |
| 6M | +15.4% | -2.5% | +17.9% | +15.9% |
| YTD | +26.7% | -1.1% | +27.9% | +26.6% |
| 1Y | +29.0% | -3.9% | +32.9% | +30.2% |
| 3Y | +89.0% | +3.4% | +85.5% | +82.1% |
| 5Y | +221.8% | -18.9% | +240.7% | +255.5% |
| All | +221.8% | -20.3% | +242.0% | +255.5% |
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