+4,092.2%
WAB vs UDR
+1,201.7%
+2,890.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | -4.4% | -5.2% | +0.8% | -2.1% |
| 3M | +7.9% | -5.8% | +13.6% | +10.5% |
| 6M | +8.7% | -1.7% | +10.4% | +8.9% |
| YTD | +33.0% | +2.4% | +30.6% | +30.4% |
| 1Y | +46.7% | -2.1% | +48.8% | +46.5% |
| 3Y | +153.0% | +4.2% | +148.8% | +141.8% |
| 5Y | +222.3% | -20.0% | +242.3% | +244.2% |
| 10Y | +291.0% | +44.6% | +246.3% | +205.9% |
| All | +4,092.2% | +1,201.7% | +2,890.5% | +1,194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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