+255.1%
WPM vs UDR
-20.3%
+275.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -3.6% | -3.4% | -0.2% | -2.6% |
| 30D | +12.5% | -5.4% | +17.9% | +14.4% |
| 3M | +40.6% | -10.0% | +50.6% | +44.9% |
| 6M | +0.5% | -2.5% | +3.1% | +0.8% |
| YTD | +29.0% | -1.1% | +30.2% | +28.7% |
| 1Y | +43.8% | -3.9% | +47.7% | +44.6% |
| 3Y | +266.3% | +3.4% | +262.8% | +254.1% |
| 5Y | +255.1% | -18.9% | +274.0% | +271.8% |
| All | +255.1% | -20.3% | +275.4% | +271.8% |
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