+12.0%
WBD vs UDR
+47.3%
-35.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.4% |
| 7D | -0.6% | -3.4% | +2.8% | +1.2% |
| 30D | +4.2% | -5.4% | +9.6% | +7.2% |
| 3M | +7.5% | -10.0% | +17.5% | +13.2% |
| 6M | +1.6% | -2.5% | +4.1% | +2.1% |
| YTD | -2.2% | -1.1% | -1.0% | -2.8% |
| 1Y | +124.9% | -3.9% | +128.8% | +126.8% |
| 3Y | +149.1% | +3.4% | +145.7% | +143.4% |
| 5Y | +7.8% | -18.9% | +26.7% | +16.8% |
| All | +12.0% | +47.3% | -35.3% | -3.7% |
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