+404.4%
WING vs UDR
+67.4%
+337.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | -2.0% | -1.9% | -3.1% |
| 30D | -11.6% | -5.2% | -6.4% | -9.6% |
| 3M | -24.2% | -5.8% | -18.4% | -22.3% |
| 6M | -54.1% | -1.7% | -52.4% | -53.8% |
| YTD | -53.9% | +2.4% | -56.3% | -54.3% |
| 1Y | -64.4% | -2.1% | -62.2% | -64.1% |
| 3Y | -30.2% | +4.2% | -34.4% | -32.0% |
| 5Y | -34.1% | -20.0% | -14.1% | -30.1% |
| 10Y | +342.1% | +44.6% | +297.5% | +284.4% |
| All | +404.4% | +67.4% | +337.0% | +315.9% |
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