-2.3%
SW vs UDR
-19.6%
+17.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | -2.0% | -3.1% | -4.3% |
| 30D | -4.6% | -5.2% | +0.6% | -2.6% |
| 3M | +9.4% | -5.8% | +15.2% | +11.8% |
| 6M | +3.5% | -1.7% | +5.2% | +4.0% |
| YTD | +22.0% | +2.4% | +19.7% | +20.9% |
| 1Y | +2.2% | -2.1% | +4.3% | +2.8% |
| 3Y | +19.6% | +4.2% | +15.4% | +18.1% |
| All | -2.3% | -19.6% | +17.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling