+185.4%
SW vs UDR
+52.4%
+132.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +4.7% | +4.5% | +0.2% | +3.5% |
| 30D | +5.0% | +9.6% | -4.6% | +2.6% |
| 3M | -7.3% | -2.7% | -4.6% | -6.6% |
| 6M | +15.0% | +1.8% | +13.2% | +14.4% |
| YTD | +18.5% | +5.0% | +13.5% | +17.1% |
| 1Y | +27.1% | +12.1% | +15.1% | +23.7% |
| 3Y | +49.3% | +26.2% | +23.2% | +42.7% |
| 5Y | -1.6% | -17.6% | +16.0% | -0.1% |
| All | +185.4% | +52.4% | +132.9% | +162.6% |
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