+26.1%
WCN vs UDR
-20.2%
+46.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.8% |
| 30D | -3.4% | -5.3% | +1.9% | -1.4% |
| 3M | +3.0% | -9.5% | +12.5% | +6.9% |
| 6M | -3.8% | -0.7% | -3.1% | -3.6% |
| YTD | -8.3% | -1.2% | -7.1% | -8.0% |
| 1Y | -9.7% | -5.7% | -4.0% | -7.9% |
| 3Y | +17.2% | +3.7% | +13.4% | +14.0% |
| All | +26.1% | -20.2% | +46.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling