+20,418.4%
SHW vs UDR
+2,878.3%
+17,540.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -9.5% | -5.2% | -4.3% | -8.0% |
| 3M | +11.5% | -5.8% | +17.2% | +13.5% |
| 6M | -3.5% | -1.7% | -1.8% | -3.2% |
| YTD | +3.7% | +2.4% | +1.4% | +2.7% |
| 1Y | -7.9% | -2.1% | -5.8% | -7.6% |
| 3Y | +24.7% | +4.2% | +20.5% | +22.2% |
| 5Y | +13.6% | -20.0% | +33.6% | +19.7% |
| 10Y | +283.0% | +44.6% | +238.3% | +233.1% |
| All | +20,418.4% | +2,878.3% | +17,540.2% | +8,502.9% |
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