+10,726.6%
WAT vs UDR
+1,311.9%
+9,414.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +2.3% | -5.2% | +7.5% | +3.9% |
| 3M | +8.7% | -5.8% | +14.5% | +10.5% |
| 6M | +28.3% | -1.7% | +30.0% | +28.6% |
| YTD | +7.8% | +2.4% | +5.4% | +6.6% |
| 1Y | +36.6% | -2.1% | +38.7% | +36.9% |
| 3Y | +45.7% | +4.2% | +41.5% | +43.0% |
| 5Y | -3.3% | -20.0% | +16.7% | +1.6% |
| 10Y | +162.1% | +44.6% | +117.5% | +128.4% |
| All | +10,726.6% | +1,311.9% | +9,414.7% | +4,918.1% |
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