+135.9%
WMT vs UDR
-20.2%
+156.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.9% |
| 30D | -7.4% | -5.3% | -2.1% | -6.2% |
| 3M | -10.9% | -9.5% | -1.3% | -8.7% |
| 6M | -12.7% | -0.7% | -12.0% | -12.7% |
| YTD | -3.2% | -1.2% | -2.0% | -3.4% |
| 1Y | +5.3% | -5.7% | +11.0% | +6.3% |
| 3Y | +101.9% | +3.7% | +98.1% | +99.2% |
| All | +135.9% | -20.2% | +156.1% | +152.4% |
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