+28,547.2%
WM vs UDR
+2,919.7%
+25,627.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | +13.1% | +10.3% | +2.8% | +10.2% |
| 3M | +3.6% | -2.9% | +6.5% | +4.4% |
| 6M | +8.1% | +0.3% | +7.8% | +8.0% |
| YTD | +8.9% | +3.8% | +5.1% | +7.6% |
| 1Y | +20.3% | +12.7% | +7.6% | +16.3% |
| 3Y | +46.2% | +27.6% | +18.6% | +35.9% |
| 5Y | +59.9% | -18.6% | +78.5% | +65.4% |
| 10Y | +345.6% | +52.4% | +293.2% | +288.3% |
| All | +28,547.2% | +2,919.7% | +25,627.5% | +12,643.7% |
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