+296.4%
WBD vs UDR
+279.8%
+16.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | -2.1% | +1.4% | +0.1% |
| 30D | +5.0% | -5.6% | +10.6% | +7.3% |
| 3M | +6.2% | -5.8% | +12.0% | +8.5% |
| 6M | +0.6% | -1.1% | +1.7% | +0.5% |
| YTD | -2.4% | +1.6% | -4.0% | -3.7% |
| 1Y | +127.7% | -2.7% | +130.4% | +128.2% |
| 3Y | +148.4% | +6.3% | +142.1% | +142.4% |
| 5Y | +4.2% | -19.3% | +23.5% | +12.2% |
| 10Y | +10.8% | +46.0% | -35.2% | -6.0% |
| All | +296.4% | +279.8% | +16.6% | +108.9% |
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 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