+333.6%
WST vs UDR
+47.3%
+286.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | -2.0% | -5.4% | +3.4% | -0.3% |
| 3M | +4.1% | -10.0% | +14.1% | +7.5% |
| 6M | +47.4% | -2.5% | +50.0% | +48.2% |
| YTD | +25.4% | -1.1% | +26.5% | +25.3% |
| 1Y | +35.3% | -3.9% | +39.2% | +36.3% |
| 3Y | -11.7% | +3.4% | -15.1% | -14.1% |
| 5Y | -24.0% | -18.9% | -5.1% | -21.1% |
| All | +333.6% | +47.3% | +286.3% | +299.0% |
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 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