+222.0%
WELL vs UDR
-19.0%
+241.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | +2.0% | +1.0% | +1.8% |
| 30D | +10.2% | +7.9% | +2.3% | +5.4% |
| 3M | +6.1% | -1.5% | +7.6% | +6.9% |
| 6M | +16.6% | +0.9% | +15.7% | +15.9% |
| YTD | +35.3% | +4.0% | +31.3% | +31.4% |
| 1Y | +31.5% | +10.4% | +21.1% | +23.1% |
| 3Y | +206.5% | +26.9% | +179.6% | +155.5% |
| 5Y | +222.0% | -19.4% | +241.3% | +252.7% |
| All | +222.0% | -19.0% | +241.0% | +252.7% |
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