+512.7%
WPM vs UDR
+47.3%
+465.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -3.6% | -3.4% | -0.2% | -3.0% |
| 30D | +12.5% | -5.4% | +17.9% | +13.7% |
| 3M | +40.6% | -10.0% | +50.6% | +43.3% |
| 6M | +0.5% | -2.5% | +3.1% | +0.8% |
| YTD | +29.0% | -1.1% | +30.2% | +29.0% |
| 1Y | +43.8% | -3.9% | +47.7% | +44.4% |
| 3Y | +266.3% | +3.4% | +262.8% | +260.6% |
| 5Y | +255.1% | -18.9% | +274.0% | +261.2% |
| All | +512.7% | +47.3% | +465.4% | +431.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling