+302.9%
WM vs UDR
+42.1%
+260.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.1% |
| 30D | -4.3% | -5.6% | +1.3% | -2.2% |
| 3M | +0.8% | -5.8% | +6.5% | +3.1% |
| 6M | -10.8% | -1.1% | -9.6% | -10.5% |
| YTD | -0.1% | +1.6% | -1.7% | -1.1% |
| 1Y | +1.0% | -2.7% | +3.7% | +1.7% |
| 3Y | +45.1% | +6.3% | +38.8% | +38.9% |
| 5Y | +52.1% | -19.3% | +71.4% | +60.7% |
| 10Y | +302.9% | +46.0% | +257.0% | +229.8% |
| All | +302.9% | +42.1% | +260.8% | +229.8% |
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