+51.6%
SW vs UDR
+27.6%
+24.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.0% |
| 7D | +12.1% | +7.2% | +4.8% | +7.7% |
| 30D | +6.6% | +10.5% | -3.9% | +0.8% |
| 3M | -6.0% | -2.3% | -3.7% | -4.8% |
| 6M | +21.5% | +4.0% | +17.5% | +18.5% |
| YTD | +20.3% | +5.6% | +14.7% | +16.4% |
| 1Y | +28.1% | +13.0% | +15.1% | +19.5% |
| All | +51.6% | +27.6% | +24.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling