+583.2%
WDC vs UDR
-21.2%
+604.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +16.3% | -2.4% | +18.7% | +17.1% |
| 30D | -18.3% | +6.7% | -24.9% | -20.1% |
| 3M | -31.4% | -1.8% | -29.7% | -31.3% |
| 6M | -36.3% | -1.8% | -34.5% | -37.1% |
| YTD | +80.8% | +2.5% | +78.3% | +74.2% |
| 1Y | +87.7% | +7.9% | +79.8% | +76.4% |
| 3Y | +819.4% | +25.1% | +794.4% | +686.5% |
| 5Y | +583.2% | -21.2% | +604.4% | +640.6% |
| All | +583.2% | -21.2% | +604.4% | +640.6% |
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 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