+330.3%
WM vs UDR
+54.6%
+275.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +13.0% | +7.8% | +5.3% | +9.8% |
| 3M | +9.2% | -2.8% | +12.0% | +10.4% |
| 6M | +13.6% | -1.4% | +15.1% | +14.2% |
| YTD | +12.4% | +3.4% | +9.0% | +10.5% |
| 1Y | +21.2% | +9.9% | +11.4% | +16.3% |
| 3Y | +48.7% | +28.5% | +20.2% | +32.0% |
| 5Y | +61.9% | -20.5% | +82.4% | +72.4% |
| All | +330.3% | +54.6% | +275.7% | +256.6% |
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