+18,665.9%
WELL vs UDR
+2,878.3%
+15,787.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | -2.0% | +1.2% | +0.3% |
| 30D | -0.1% | -5.2% | +5.1% | +3.0% |
| 3M | +18.0% | -5.8% | +23.8% | +22.1% |
| 6M | +15.0% | -1.7% | +16.7% | +15.9% |
| YTD | +28.6% | +2.4% | +26.2% | +26.3% |
| 1Y | +42.9% | -2.1% | +45.0% | +43.6% |
| 3Y | +203.0% | +4.2% | +198.8% | +189.0% |
| 5Y | +206.9% | -20.0% | +226.9% | +238.2% |
| 10Y | +339.5% | +44.6% | +294.8% | +268.8% |
| All | +18,665.9% | +2,878.3% | +15,787.6% | +6,677.3% |
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