+12,475.7%
WAT vs UDR
+1,334.7%
+11,141.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.4% | +2.0% | +1.4% | +2.8% |
| 30D | +9.6% | +7.9% | +1.7% | +7.1% |
| 3M | +15.5% | -1.5% | +16.9% | +15.8% |
| 6M | +33.9% | +0.9% | +33.0% | +33.1% |
| YTD | +25.2% | +4.0% | +21.2% | +23.1% |
| 1Y | +26.3% | +10.4% | +15.9% | +22.1% |
| 3Y | +85.8% | +26.9% | +58.9% | +72.6% |
| 5Y | +35.3% | -19.4% | +54.7% | +41.8% |
| 10Y | +231.8% | +57.0% | +174.8% | +183.0% |
| All | +12,475.7% | +1,334.7% | +11,141.1% | +5,696.4% |
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