+2,878.3%
UDR vs WSM
+34,755.7%
-31,877.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.0% | -3.3% | +1.3% | -1.5% |
| 30D | -5.2% | -8.4% | +3.2% | -3.9% |
| 3M | -5.8% | +9.7% | -15.4% | -7.4% |
| 6M | -1.7% | +16.7% | -18.4% | -4.6% |
| YTD | +2.4% | +28.7% | -26.3% | -2.4% |
| 1Y | -2.1% | +13.7% | -15.8% | -5.0% |
| 3Y | +4.2% | +230.1% | -225.9% | -18.2% |
| 5Y | -20.0% | +179.0% | -198.9% | -37.2% |
| 10Y | +44.6% | +1,002.5% | -957.9% | -15.7% |
| All | +2,878.3% | +34,755.7% | -31,877.4% | +1,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling