+47.8%
WCN vs UDR
-20.8%
+68.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +23.9% | +7.8% | +16.2% | +20.5% |
| 3M | +17.4% | -2.8% | +20.2% | +18.7% |
| 6M | +28.0% | -1.4% | +29.4% | +28.7% |
| YTD | +11.6% | +3.4% | +8.2% | +10.0% |
| 1Y | +16.9% | +9.9% | +7.0% | +12.6% |
| 3Y | +51.6% | +28.5% | +23.1% | +35.8% |
| All | +47.8% | -20.8% | +68.6% | +62.0% |
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