+3.8%
UDR vs WTW
+61.8%
-58.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -3.4% | -7.8% | +4.4% | -2.0% |
| 30D | -5.4% | -7.9% | +2.5% | -4.0% |
| 3M | -10.0% | +19.9% | -29.9% | -13.3% |
| 6M | -2.5% | +9.8% | -12.3% | -4.8% |
| YTD | -1.1% | -3.3% | +2.2% | -0.8% |
| 1Y | -3.9% | -3.3% | -0.6% | -3.6% |
| All | +3.8% | +61.8% | -58.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling