+285.3%
WMB vs UDR
-18.0%
+303.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.8% | -2.1% | +2.9% | +1.5% |
| 30D | +7.7% | -5.6% | +13.3% | +9.8% |
| 3M | +6.7% | -5.8% | +12.5% | +8.7% |
| 6M | +3.6% | -1.1% | +4.8% | +3.6% |
| YTD | +28.0% | +1.6% | +26.4% | +26.3% |
| 1Y | +37.6% | -2.7% | +40.3% | +37.8% |
| 3Y | +149.0% | +6.3% | +142.7% | +138.9% |
| 5Y | +285.3% | -19.3% | +304.6% | +307.6% |
| All | +285.3% | -18.0% | +303.3% | +307.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling