+19,646.7%
WELL vs UDR
+2,926.3%
+16,720.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | +2.0% | +1.0% | +1.9% |
| 30D | +10.2% | +7.9% | +2.3% | +5.5% |
| 3M | +6.1% | -1.5% | +7.6% | +6.8% |
| 6M | +16.6% | +0.9% | +15.7% | +15.8% |
| YTD | +35.3% | +4.0% | +31.3% | +31.5% |
| 1Y | +31.5% | +10.4% | +21.1% | +23.3% |
| 3Y | +206.5% | +26.9% | +179.6% | +161.1% |
| 5Y | +222.0% | -19.4% | +241.3% | +252.8% |
| 10Y | +473.8% | +57.0% | +416.8% | +360.8% |
| All | +19,646.7% | +2,926.3% | +16,720.4% | +6,955.7% |
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 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