+133.1%
WCC vs UDR
+4.1%
+128.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | +6.8% | -3.3% | +10.1% | +8.3% |
| 30D | -3.0% | -5.6% | +2.6% | -0.7% |
| 3M | +0.2% | -9.4% | +9.6% | +3.6% |
| 6M | +33.2% | -3.0% | +36.1% | +32.1% |
| YTD | +45.8% | -0.4% | +46.2% | +41.8% |
| 1Y | +68.4% | -5.1% | +73.5% | +68.8% |
| All | +133.1% | +4.1% | +128.9% | +113.7% |
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 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