+112.4%
WFC vs UDR
+54.6%
+57.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +7.0% | +7.8% | -0.8% | +2.6% |
| 3M | -1.8% | -2.8% | +1.0% | -0.4% |
| 6M | +18.4% | -1.4% | +19.8% | +18.6% |
| YTD | -5.6% | +3.4% | -9.0% | -8.5% |
| 1Y | +3.9% | +9.9% | -6.0% | -3.0% |
| 3Y | +126.3% | +28.5% | +97.8% | +89.3% |
| 5Y | +91.1% | -20.5% | +111.6% | +108.8% |
| All | +112.4% | +54.6% | +57.8% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling