+177.1%
SW vs UDR
+54.6%
+122.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +5.0% | +7.8% | -2.7% | +3.0% |
| 3M | -13.7% | -2.8% | -10.9% | -13.0% |
| 6M | +8.0% | -1.4% | +9.5% | +8.4% |
| YTD | +14.0% | +3.4% | +10.6% | +13.1% |
| 1Y | +25.6% | +9.9% | +15.8% | +22.8% |
| 3Y | +40.1% | +28.5% | +11.6% | +33.6% |
| 5Y | -2.6% | -20.5% | +17.9% | -0.3% |
| All | +177.1% | +54.6% | +122.4% | +154.7% |
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