+417.7%
WCC vs UDR
+54.6%
+363.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | +9.9% | -0.4% | +10.3% | +10.2% |
| 30D | -8.4% | +7.8% | -16.2% | -13.0% |
| 3M | -10.3% | -2.8% | -7.6% | -9.5% |
| 6M | -10.5% | -1.4% | -9.0% | -11.6% |
| YTD | +32.2% | +3.4% | +28.8% | +25.8% |
| 1Y | +25.5% | +9.9% | +15.7% | +14.6% |
| 3Y | +134.7% | +28.5% | +106.2% | +90.5% |
| 5Y | +139.9% | -20.5% | +160.4% | +164.5% |
| All | +417.7% | +54.6% | +363.0% | +342.4% |
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 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