-2.6%
SW vs UDR
-18.0%
+15.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | +2.3% | +3.0% | -0.7% | +1.1% |
| 30D | +6.8% | +10.3% | -3.5% | +2.8% |
| 3M | -5.2% | -2.9% | -2.3% | -4.0% |
| 6M | +7.4% | +0.3% | +7.1% | +7.2% |
| YTD | +17.4% | +3.8% | +13.6% | +15.7% |
| 1Y | +27.1% | +12.7% | +14.4% | +21.6% |
| 3Y | +47.9% | +27.6% | +20.3% | +39.0% |
| All | -2.6% | -18.0% | +15.4% | -3.1% |
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