+182.7%
SW vs UDR
+50.7%
+132.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | +2.3% | +3.0% | -0.7% | +1.5% |
| 30D | +6.8% | +10.3% | -3.5% | +4.1% |
| 3M | -5.2% | -2.9% | -2.3% | -4.4% |
| 6M | +7.4% | +0.3% | +7.1% | +7.3% |
| YTD | +17.4% | +3.8% | +13.6% | +16.4% |
| 1Y | +27.1% | +12.7% | +14.4% | +23.5% |
| 3Y | +47.9% | +27.6% | +20.3% | +41.1% |
| 5Y | -2.6% | -18.6% | +16.0% | -0.7% |
| All | +182.7% | +50.7% | +132.0% | +160.9% |
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 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