+991.6%
WDC vs UDR
-20.7%
+1,012.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +7.5% | -3.3% | +10.7% | +8.6% |
| 30D | +10.1% | -5.6% | +15.7% | +12.0% |
| 3M | -6.8% | -9.4% | +2.6% | -4.8% |
| 6M | +84.1% | -3.0% | +87.1% | +82.4% |
| YTD | +180.3% | -0.4% | +180.6% | +172.9% |
| 1Y | +411.1% | -5.1% | +416.2% | +407.0% |
| 3Y | +1,375.0% | +4.2% | +1,370.8% | +1,286.0% |
| 5Y | +991.6% | -19.5% | +1,011.1% | +1,104.3% |
| All | +991.6% | -20.7% | +1,012.3% | +1,104.3% |
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 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