+86.1%
WULF vs UDR
-1.4%
+87.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | -2.0% | +9.6% | +6.5% |
| 30D | -8.6% | -5.2% | -3.4% | -10.9% |
| 3M | -37.0% | -5.8% | -31.2% | -39.2% |
| 6M | +7.4% | -1.7% | +9.1% | +1.9% |
| YTD | +43.7% | +2.4% | +41.3% | +41.4% |
| 1Y | +86.1% | -2.1% | +88.2% | +88.5% |
| All | +86.1% | -1.4% | +87.5% | +88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling