+28.1%
SW vs UDR
+14.9%
+13.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +1.6% |
| 7D | +12.1% | +7.2% | +4.8% | +6.9% |
| 30D | +6.6% | +10.5% | -3.9% | -0.1% |
| 3M | -6.0% | -2.3% | -3.7% | -4.8% |
| 6M | +21.5% | +4.0% | +17.5% | +17.3% |
| YTD | +20.3% | +5.6% | +14.7% | +14.7% |
| 1Y | +28.1% | +13.0% | +15.1% | +19.0% |
| All | +28.1% | +14.9% | +13.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling