+319.6%
WM vs UDR
+57.1%
+262.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +2.0% | -0.9% | +0.3% |
| 30D | +13.7% | +7.9% | +5.8% | +10.4% |
| 3M | +5.2% | -1.5% | +6.7% | +5.8% |
| 6M | +11.2% | +0.9% | +10.3% | +10.8% |
| YTD | +9.4% | +4.0% | +5.4% | +7.3% |
| 1Y | +20.4% | +10.4% | +10.0% | +15.3% |
| 3Y | +44.7% | +26.9% | +17.8% | +29.1% |
| 5Y | +58.5% | -19.4% | +77.8% | +67.8% |
| All | +319.6% | +57.1% | +262.5% | +247.9% |
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 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