+144.0%
WDAY vs UDR
+54.6%
+89.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.7% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | +4.1% | +7.8% | -3.7% | +0.9% |
| 3M | -4.8% | -2.8% | -2.1% | -3.8% |
| 6M | +68.6% | -1.4% | +70.1% | +69.7% |
| YTD | -8.5% | +3.4% | -11.9% | -10.1% |
| 1Y | -12.1% | +9.9% | -22.0% | -15.9% |
| 3Y | -13.2% | +28.5% | -41.7% | -23.3% |
| 5Y | -33.7% | -20.5% | -13.2% | -29.5% |
| All | +144.0% | +54.6% | +89.3% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling