+34.7%
WMB vs UDR
-4.3%
+38.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | 0.0% | -3.3% | +3.2% | +0.4% |
| 30D | +4.6% | -5.6% | +10.2% | +5.3% |
| 3M | +5.7% | -9.4% | +15.2% | +7.0% |
| 6M | +4.2% | -3.0% | +7.1% | +4.1% |
| YTD | +26.8% | -0.4% | +27.2% | +27.0% |
| 1Y | +34.7% | -5.1% | +39.8% | +34.9% |
| All | +34.7% | -4.3% | +38.9% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling