-24.5%
WU vs UDR
+182.8%
-207.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -4.9% | -3.3% | -1.7% | -3.7% |
| 30D | -1.3% | -5.6% | +4.4% | +1.0% |
| 3M | -3.6% | -9.4% | +5.8% | +0.2% |
| 6M | -24.3% | -3.0% | -21.4% | -23.7% |
| YTD | -21.1% | -0.4% | -20.7% | -21.4% |
| 1Y | -10.3% | -5.1% | -5.2% | -9.2% |
| 3Y | -28.4% | +4.2% | -32.6% | -30.5% |
| 5Y | -51.2% | -19.5% | -31.7% | -48.4% |
| 10Y | -39.6% | +47.9% | -87.5% | -51.2% |
| All | -24.5% | +182.8% | -207.3% | -61.0% |
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