+11,253.4%
WDC vs UDR
+2,908.2%
+8,345.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | +12.1% | -0.4% | +12.5% | +12.2% |
| 30D | -18.8% | +7.8% | -26.6% | -21.5% |
| 3M | -39.3% | -2.8% | -36.5% | -38.9% |
| 6M | -40.1% | -1.4% | -38.7% | -40.8% |
| YTD | +71.8% | +3.4% | +68.4% | +65.9% |
| 1Y | +88.5% | +9.9% | +78.6% | +77.1% |
| 3Y | +770.0% | +28.5% | +741.5% | +654.1% |
| 5Y | +549.0% | -20.5% | +569.5% | +581.9% |
| 10Y | +650.3% | +54.2% | +596.1% | +496.9% |
| All | +11,253.4% | +2,908.2% | +8,345.2% | +3,999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling