+2.5%
UDR vs TW
+209.8%
-207.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | -5.4% | -1.7% | -3.7% | -5.1% |
| 3M | -10.0% | +1.6% | -11.6% | -10.6% |
| 6M | -2.5% | -17.7% | +15.1% | +1.5% |
| YTD | -1.1% | -4.3% | +3.2% | -1.1% |
| 1Y | -3.9% | -13.1% | +9.2% | -1.6% |
| 3Y | +3.4% | +20.3% | -16.8% | -4.0% |
| 5Y | -18.9% | +22.0% | -40.8% | -26.9% |
| All | +2.5% | +209.8% | -207.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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