+417.4%
WDC vs UDR
-1.4%
+418.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.9% |
| 7D | +1.7% | -2.0% | +3.7% | +0.3% |
| 30D | -10.0% | -5.2% | -4.8% | -13.4% |
| 3M | -18.8% | -5.8% | -13.0% | -21.7% |
| 6M | +79.0% | -1.7% | +80.7% | +69.8% |
| YTD | +171.6% | +2.4% | +169.2% | +164.3% |
| 1Y | +417.4% | -2.1% | +419.5% | +410.1% |
| All | +417.4% | -1.4% | +418.8% | +410.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling