+28.5%
UDR vs TW
+44.1%
-15.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -0.4% | +3.9% | -4.3% | -1.0% |
| 30D | +7.8% | +19.9% | -12.2% | +4.9% |
| 3M | -2.8% | +25.9% | -28.7% | -6.1% |
| 6M | -1.4% | +21.1% | -22.6% | -4.4% |
| YTD | +3.4% | +23.9% | -20.5% | -0.5% |
| 1Y | +9.9% | +21.2% | -11.4% | +6.2% |
| 3Y | +28.5% | +44.8% | -16.3% | +30.0% |
| All | +28.5% | +44.1% | -15.6% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling