+21,462.3%
SHW vs UDR
+2,908.2%
+18,554.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +8.1% | +7.8% | +0.3% | +5.7% |
| 3M | -2.8% | -2.8% | 0.0% | -1.8% |
| 6M | +15.0% | -1.4% | +16.5% | +15.6% |
| YTD | +9.0% | +3.4% | +5.6% | +7.7% |
| 1Y | +4.5% | +9.9% | -5.4% | +1.4% |
| 3Y | +41.9% | +28.5% | +13.3% | +30.8% |
| 5Y | +10.7% | -20.5% | +31.2% | +17.1% |
| 10Y | +340.4% | +54.2% | +286.1% | +277.0% |
| All | +21,462.3% | +2,908.2% | +18,554.2% | +8,922.0% |
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 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