+8,919.3%
WMT vs UDR
+2,856.2%
+6,063.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | -5.0% | -5.6% | +0.7% | -4.0% |
| 3M | -11.3% | -5.8% | -5.5% | -10.4% |
| 6M | -13.8% | -1.1% | -12.7% | -13.7% |
| YTD | -4.2% | +1.6% | -5.8% | -4.7% |
| 1Y | +4.6% | -2.7% | +7.2% | +4.7% |
| 3Y | +100.5% | +6.3% | +94.2% | +96.7% |
| 5Y | +129.7% | -19.3% | +149.0% | +134.9% |
| 10Y | +423.4% | +46.0% | +377.4% | +370.9% |
| All | +8,919.3% | +2,856.2% | +6,063.1% | +4,915.0% |
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