+44.4%
UDR vs GWRE
+131.0%
-86.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -3.5% | -13.2% | +9.8% | -1.0% |
| 30D | -5.3% | -18.6% | +13.3% | -2.6% |
| 3M | -9.5% | +18.9% | -28.4% | -13.7% |
| 6M | -0.7% | -11.0% | +10.3% | -1.2% |
| YTD | -1.2% | -29.9% | +28.7% | +2.7% |
| 1Y | -5.7% | -44.3% | +38.6% | +2.9% |
| 3Y | +3.7% | +51.7% | -47.9% | -13.8% |
| 5Y | -18.9% | +15.4% | -34.4% | -30.4% |
| All | +44.4% | +131.0% | -86.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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