+44.5%
UDR vs WSM
+1,058.9%
-1,014.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -5.4% | -10.7% | +5.3% | -3.8% |
| 3M | -10.0% | +8.5% | -18.4% | -11.3% |
| 6M | -2.5% | +19.6% | -22.2% | -5.6% |
| YTD | -1.1% | +26.6% | -27.7% | -5.3% |
| 1Y | -3.9% | +12.0% | -15.8% | -6.3% |
| 3Y | +3.4% | +226.6% | -223.2% | -18.7% |
| 5Y | -18.9% | +174.1% | -193.0% | -36.2% |
| All | +44.5% | +1,058.9% | -1,014.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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