+6,511.9%
WCN vs UDR
+1,067.2%
+5,444.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.4% | -2.1% | +1.6% | +0.1% |
| 30D | -2.1% | -5.6% | +3.5% | -0.5% |
| 3M | +6.4% | -5.8% | +12.2% | +8.2% |
| 6M | -3.7% | -1.1% | -2.6% | -3.5% |
| YTD | -6.4% | +1.6% | -8.0% | -6.9% |
| 1Y | -7.9% | -2.7% | -5.3% | -7.4% |
| 3Y | +20.8% | +6.3% | +14.5% | +17.5% |
| 5Y | +29.0% | -19.3% | +48.3% | +34.3% |
| 10Y | +236.4% | +46.0% | +190.4% | +190.1% |
| All | +6,511.9% | +1,067.2% | +5,444.7% | +2,518.3% |
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