+44.4%
UDR vs WTW
+198.0%
-153.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.5% | -5.7% | +2.3% | -1.1% |
| 30D | -5.3% | -7.3% | +1.9% | -2.4% |
| 3M | -9.5% | +21.5% | -31.0% | -17.1% |
| 6M | -0.7% | +9.6% | -10.3% | -5.7% |
| YTD | -1.2% | -3.3% | +2.1% | -1.7% |
| 1Y | -5.7% | -6.1% | +0.4% | -5.1% |
| 3Y | +3.7% | +61.8% | -58.1% | -20.8% |
| 5Y | -18.9% | +42.7% | -61.6% | -34.9% |
| All | +44.4% | +198.0% | -153.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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