+12,330.1%
WST vs UDR
+2,878.3%
+9,451.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | -3.1% | -5.2% | +2.0% | -1.8% |
| 3M | +7.2% | -5.8% | +13.0% | +8.8% |
| 6M | +36.8% | -1.7% | +38.5% | +37.1% |
| YTD | +23.8% | +2.4% | +21.5% | +22.7% |
| 1Y | +37.8% | -2.1% | +39.9% | +38.0% |
| 3Y | -15.9% | +4.2% | -20.1% | -17.8% |
| 5Y | -25.8% | -20.0% | -5.8% | -22.7% |
| 10Y | +319.6% | +44.6% | +275.0% | +264.8% |
| All | +12,330.1% | +2,878.3% | +9,451.9% | +6,727.1% |
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