+28.3%
WOLF vs UDR
+2.9%
+25.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +9.7% | -2.0% | +11.7% | +8.8% |
| 30D | +12.5% | -5.2% | +17.7% | +10.4% |
| 3M | -57.7% | -5.8% | -51.9% | -58.8% |
| 6M | +37.7% | -1.7% | +39.4% | +36.4% |
| YTD | +62.8% | +2.4% | +60.5% | +65.0% |
| All | +28.3% | +2.9% | +25.4% | +58.0% |
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 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