+28,683.0%
WM vs UDR
+2,926.3%
+25,756.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +2.0% | -0.9% | +0.6% |
| 30D | +13.7% | +7.9% | +5.8% | +11.5% |
| 3M | +5.2% | -1.5% | +6.7% | +5.6% |
| 6M | +11.2% | +0.9% | +10.3% | +10.9% |
| YTD | +9.4% | +4.0% | +5.4% | +8.1% |
| 1Y | +20.4% | +10.4% | +10.0% | +17.1% |
| 3Y | +44.7% | +26.9% | +17.8% | +34.7% |
| 5Y | +58.5% | -19.4% | +77.8% | +64.3% |
| 10Y | +326.4% | +57.0% | +269.4% | +269.1% |
| All | +28,683.0% | +2,926.3% | +25,756.7% | +12,696.7% |
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