+1,713.7%
WCC vs UDR
+1,237.7%
+476.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | +4.5% | -2.0% | +6.5% | +5.6% |
| 30D | -5.8% | -5.2% | -0.6% | -3.2% |
| 3M | -3.7% | -5.8% | +2.1% | -1.6% |
| 6M | +23.1% | -1.7% | +24.8% | +22.6% |
| YTD | +44.2% | +2.4% | +41.8% | +39.9% |
| 1Y | +62.1% | -2.1% | +64.2% | +60.6% |
| 3Y | +121.1% | +4.2% | +116.9% | +110.7% |
| 5Y | +214.0% | -20.0% | +234.0% | +244.2% |
| 10Y | +472.8% | +44.6% | +428.1% | +349.2% |
| All | +1,713.7% | +1,237.7% | +476.1% | +394.4% |
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 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