+349.9%
WELL vs UDR
+47.3%
+302.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.5% |
| 7D | -2.2% | -3.4% | +1.1% | +0.5% |
| 30D | +4.7% | -5.4% | +10.1% | +9.5% |
| 3M | +11.9% | -10.0% | +21.9% | +21.8% |
| 6M | +14.3% | -2.5% | +16.8% | +16.2% |
| YTD | +28.4% | -1.1% | +29.5% | +28.1% |
| 1Y | +42.3% | -3.9% | +46.2% | +44.8% |
| 3Y | +202.6% | +3.4% | +199.1% | +177.8% |
| 5Y | +206.5% | -18.9% | +225.4% | +242.2% |
| All | +349.9% | +47.3% | +302.7% | +223.6% |
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 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