+208.8%
WELL vs UDR
-20.7%
+229.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -1.1% | -3.3% | +2.1% | +0.8% |
| 30D | +0.7% | -5.6% | +6.4% | +4.2% |
| 3M | +14.5% | -9.4% | +23.9% | +21.3% |
| 6M | +14.4% | -3.0% | +17.4% | +16.3% |
| YTD | +28.5% | -0.4% | +28.9% | +28.1% |
| 1Y | +41.8% | -5.1% | +46.9% | +45.3% |
| 3Y | +202.8% | +4.2% | +198.6% | +187.6% |
| 5Y | +208.8% | -19.5% | +228.3% | +240.1% |
| All | +208.8% | -20.7% | +229.5% | +240.1% |
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