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  • WPM vs UDR✓SelectedUSD · UDRWPM vs UDR performance historyLatest closeAs of-1.05%09/04
Stock and ETF performance explorer

WPM vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,928.6%
UDR return
+283.1%
Excess return
+5,645.6%
Maximum drawdown
-86.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
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