+46.2%
WM vs UDR
+25.4%
+20.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.2% |
| 30D | +13.1% | +10.3% | +2.8% | +9.5% |
| 3M | +3.6% | -2.9% | +6.5% | +4.6% |
| 6M | +8.1% | +0.3% | +7.8% | +8.1% |
| YTD | +8.9% | +3.8% | +5.1% | +7.6% |
| 1Y | +20.3% | +12.7% | +7.6% | +15.7% |
| 3Y | +46.2% | +27.6% | +18.6% | +42.8% |
| All | +46.2% | +25.4% | +20.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling