+26,336.4%
WM vs UDR
+2,878.3%
+23,458.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | -2.4% | -5.2% | +2.8% | -1.0% |
| 3M | +0.4% | -5.8% | +6.2% | +2.0% |
| 6M | -9.5% | -1.7% | -7.8% | -9.2% |
| YTD | +0.5% | +2.4% | -1.9% | -0.3% |
| 1Y | -1.1% | -2.1% | +1.0% | -0.8% |
| 3Y | +46.0% | +4.2% | +41.8% | +42.9% |
| 5Y | +51.8% | -20.0% | +71.8% | +57.6% |
| 10Y | +307.5% | +44.6% | +262.9% | +259.3% |
| All | +26,336.4% | +2,878.3% | +23,458.1% | +11,701.0% |
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