+12.3%
WFC vs UDR
-1.4%
+13.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +3.8% | -2.0% | +5.8% | +4.2% |
| 30D | +1.5% | -5.2% | +6.7% | +2.5% |
| 3M | +10.9% | -5.8% | +16.6% | +11.9% |
| 6M | +8.4% | -1.7% | +10.1% | +8.7% |
| YTD | -1.9% | +2.4% | -4.2% | -2.2% |
| 1Y | +12.3% | -2.1% | +14.5% | +13.5% |
| All | +12.3% | -1.4% | +13.7% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling