+747.9%
UDR vs WTW
+1,101.3%
-353.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.0% |
| 7D | -3.4% | -7.8% | +4.4% | +0.3% |
| 30D | -5.4% | -7.9% | +2.5% | -1.9% |
| 3M | -10.0% | +19.9% | -29.9% | -17.8% |
| 6M | -2.5% | +9.8% | -12.3% | -8.2% |
| YTD | -1.1% | -3.3% | +2.2% | -2.0% |
| 1Y | -3.9% | -3.3% | -0.6% | -5.0% |
| 3Y | +3.4% | +61.5% | -58.1% | -21.8% |
| 5Y | -18.9% | +42.6% | -61.5% | -35.5% |
| 10Y | +46.8% | +197.1% | -150.2% | -21.6% |
| All | +747.9% | +1,101.3% | -353.4% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling