+5,928.6%
WPM vs UDR
+283.1%
+5,645.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.6% |
| 30D | +26.4% | -5.2% | +31.5% | +28.1% |
| 3M | +20.8% | -5.8% | +26.6% | +22.5% |
| 6M | +1.1% | -1.7% | +2.8% | +1.3% |
| YTD | +32.5% | +2.4% | +30.1% | +31.1% |
| 1Y | +51.5% | -2.1% | +53.6% | +51.6% |
| 3Y | +267.0% | +4.2% | +262.8% | +257.9% |
| 5Y | +250.1% | -20.0% | +270.1% | +262.9% |
| 10Y | +540.4% | +44.6% | +495.7% | +435.1% |
| All | +5,928.6% | +283.1% | +5,645.6% | +3,174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling