+207.0%
WPM vs UDR
-20.8%
+227.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | +1.4% | +7.8% | -6.3% | -0.9% |
| 3M | -0.2% | -2.8% | +2.6% | +0.7% |
| 6M | -7.3% | -1.4% | -5.9% | -7.3% |
| YTD | +12.3% | +3.4% | +8.9% | +10.5% |
| 1Y | +24.9% | +9.9% | +15.0% | +20.4% |
| 3Y | +210.4% | +28.5% | +181.9% | +178.3% |
| All | +207.0% | -20.8% | +227.8% | +219.1% |
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 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