+229.7%
WAT vs UDR
+53.3%
+176.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | +7.7% | +6.7% | +1.0% | +4.8% |
| 3M | +11.1% | -1.8% | +12.8% | +11.7% |
| 6M | +31.2% | -1.8% | +33.0% | +31.5% |
| YTD | +21.7% | +2.5% | +19.2% | +19.4% |
| 1Y | +19.3% | +7.9% | +11.4% | +14.6% |
| 3Y | +80.6% | +25.1% | +55.5% | +63.4% |
| 5Y | +29.5% | -21.2% | +50.7% | +38.2% |
| All | +229.7% | +53.3% | +176.4% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling