+21,505.5%
SHW vs UDR
+2,882.6%
+18,622.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | +8.4% | +6.7% | +1.7% | +6.4% |
| 3M | -2.2% | -1.8% | -0.5% | -1.6% |
| 6M | +13.3% | -1.8% | +15.1% | +14.0% |
| YTD | +9.2% | +2.5% | +6.7% | +8.2% |
| 1Y | +2.9% | +7.9% | -5.0% | +0.4% |
| 3Y | +41.1% | +25.1% | +16.0% | +31.2% |
| 5Y | +11.0% | -21.2% | +32.1% | +17.6% |
| 10Y | +341.2% | +52.9% | +288.3% | +278.8% |
| All | +21,505.5% | +2,882.6% | +18,622.9% | +8,964.1% |
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