-18.9%
UDR vs NWSA
+39.0%
-57.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -3.4% | -4.8% | +1.4% | -1.9% |
| 30D | -5.4% | +3.0% | -8.4% | -6.4% |
| 3M | -10.0% | +9.3% | -19.3% | -12.8% |
| 6M | -2.5% | +23.2% | -25.7% | -9.5% |
| YTD | -1.1% | +13.3% | -14.5% | -5.9% |
| 1Y | -3.9% | +2.9% | -6.8% | -5.6% |
| 3Y | +3.4% | +43.3% | -39.9% | -10.3% |
| 5Y | -18.9% | +40.9% | -59.8% | -32.4% |
| All | -18.9% | +39.0% | -57.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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