+755.0%
SW vs UDR
+217.1%
+537.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.1% | -2.0% | -3.1% | -4.9% |
| 30D | -4.6% | -5.2% | +0.6% | -4.1% |
| 3M | +9.4% | -5.8% | +15.2% | +10.0% |
| 6M | +3.5% | -1.7% | +5.2% | +3.7% |
| YTD | +22.0% | +2.4% | +19.7% | +21.8% |
| 1Y | +2.2% | -2.1% | +4.3% | +2.5% |
| 3Y | +19.6% | +4.2% | +15.4% | +19.2% |
| 5Y | -2.3% | -20.0% | +17.7% | -1.3% |
| 10Y | +181.4% | +44.6% | +136.7% | +173.3% |
| All | +755.0% | +217.1% | +537.9% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling