-0.1%
WST vs UDR
-20.8%
+20.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | +4.2% | -0.4% | +4.6% | +4.4% |
| 30D | +11.2% | +7.8% | +3.5% | +7.4% |
| 3M | +20.4% | -2.8% | +23.1% | +21.7% |
| 6M | +37.9% | -1.4% | +39.3% | +38.1% |
| YTD | +51.8% | +3.4% | +48.4% | +48.0% |
| 1Y | +56.6% | +9.9% | +46.8% | +48.3% |
| 3Y | +24.2% | +28.5% | -4.3% | +3.9% |
| All | -0.1% | -20.8% | +20.7% | +11.5% |
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