+4,464.3%
WEC vs UDR
+2,908.2%
+1,556.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +11.1% | +7.8% | +3.3% | +9.2% |
| 3M | +8.4% | -2.8% | +11.2% | +9.1% |
| 6M | +7.5% | -1.4% | +8.9% | +7.8% |
| YTD | +15.3% | +3.4% | +11.9% | +14.2% |
| 1Y | +9.7% | +9.9% | -0.1% | +7.1% |
| 3Y | +64.7% | +28.5% | +36.2% | +54.4% |
| 5Y | +57.3% | -20.5% | +77.8% | +63.1% |
| 10Y | +195.9% | +54.2% | +141.6% | +165.7% |
| All | +4,464.3% | +2,908.2% | +1,556.1% | +2,494.4% |
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