-22.1%
WULF vs UDR
+14.9%
-37.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.6% | -10.2% | -4.1% |
| 7D | -12.8% | +7.2% | -20.0% | -8.3% |
| 30D | -20.9% | +10.5% | -31.3% | -15.4% |
| 3M | -38.0% | -2.3% | -35.8% | -37.9% |
| 6M | -47.5% | +4.0% | -51.5% | -48.4% |
| YTD | +1.8% | +5.6% | -3.8% | +4.7% |
| 1Y | -22.1% | +13.0% | -35.1% | -15.8% |
| All | -22.1% | +14.9% | -37.0% | -15.8% |
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