+642.9%
WDC vs UDR
+54.6%
+588.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.4% |
| 7D | +12.1% | -0.4% | +12.5% | +12.3% |
| 30D | -18.8% | +7.8% | -26.6% | -22.0% |
| 3M | -39.3% | -2.8% | -36.5% | -38.8% |
| 6M | -40.1% | -1.4% | -38.7% | -41.0% |
| YTD | +71.8% | +3.4% | +68.4% | +63.9% |
| 1Y | +88.5% | +9.9% | +78.6% | +73.6% |
| 3Y | +770.0% | +28.5% | +741.5% | +614.0% |
| 5Y | +549.0% | -20.5% | +569.5% | +593.7% |
| All | +642.9% | +54.6% | +588.2% | +509.1% |
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 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