+36.5%
WOLF vs UDR
+9.0%
+27.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -5.8% |
| 7D | +4.4% | -0.4% | +4.8% | +4.2% |
| 30D | +1.0% | +7.8% | -6.7% | +5.3% |
| 3M | -21.2% | -2.8% | -18.4% | -21.4% |
| 6M | -60.3% | -1.4% | -58.9% | -61.5% |
| YTD | +42.6% | +3.4% | +39.2% | +49.7% |
| 1Y | +36.5% | +9.9% | +26.6% | +59.1% |
| All | +36.5% | +9.0% | +27.5% | +59.1% |
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