+179.5%
SW vs UDR
+53.3%
+126.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.6% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | +4.2% | +6.7% | -2.5% | +2.5% |
| 3M | -11.5% | -1.8% | -9.8% | -11.0% |
| 6M | +8.6% | -1.8% | +10.4% | +9.1% |
| YTD | +15.0% | +2.5% | +12.5% | +14.4% |
| 1Y | +25.7% | +7.9% | +17.8% | +23.4% |
| 3Y | +44.8% | +25.1% | +19.7% | +38.9% |
| 5Y | -1.7% | -21.2% | +19.4% | +0.8% |
| All | +179.5% | +53.3% | +126.2% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling