+313.2%
WMB vs UDR
+44.7%
+268.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | 0.0% | -3.3% | +3.2% | +1.4% |
| 30D | +4.6% | -5.6% | +10.2% | +7.1% |
| 3M | +5.7% | -9.4% | +15.2% | +9.9% |
| 6M | +4.2% | -3.0% | +7.1% | +4.9% |
| YTD | +26.8% | -0.4% | +27.2% | +26.0% |
| 1Y | +34.7% | -5.1% | +39.8% | +36.3% |
| 3Y | +146.8% | +4.2% | +142.6% | +136.0% |
| 5Y | +285.0% | -19.5% | +304.5% | +306.4% |
| 10Y | +313.2% | +47.9% | +265.3% | +258.7% |
| All | +313.2% | +44.7% | +268.5% | +258.7% |
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 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