+142.1%
WBD vs UDR
+3.3%
+138.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -3.5% | +2.7% | +1.7% |
| 30D | +1.4% | -5.3% | +6.7% | +5.1% |
| 3M | +4.4% | -9.5% | +13.9% | +11.2% |
| 6M | +0.8% | -0.7% | +1.5% | -0.4% |
| YTD | -2.7% | -1.2% | -1.5% | -4.3% |
| 1Y | +73.4% | -5.7% | +79.2% | +77.2% |
| 3Y | +142.1% | +3.7% | +138.4% | +122.5% |
| All | +142.1% | +3.3% | +138.8% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling