+451.5%
WST vs UDR
+56.7%
+394.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +1.1% | -1.8% | +2.8% | +1.6% |
| 30D | +12.4% | +7.9% | +4.5% | +9.6% |
| 3M | +17.6% | -0.8% | +18.4% | +17.7% |
| 6M | +28.3% | 0.0% | +28.3% | +27.9% |
| YTD | +50.5% | +3.7% | +46.8% | +47.9% |
| 1Y | +49.4% | +8.5% | +40.9% | +44.7% |
| 3Y | +21.9% | +26.6% | -4.7% | +11.0% |
| 5Y | +0.4% | -20.2% | +20.6% | +4.2% |
| 10Y | +451.5% | +54.7% | +396.8% | +411.2% |
| All | +451.5% | +56.7% | +394.8% | +411.2% |
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