-27.4%
WULF vs UDR
-20.1%
-7.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.3% |
| 7D | -0.6% | -3.4% | +2.8% | +1.6% |
| 30D | -3.6% | -5.4% | +1.8% | -0.5% |
| 3M | -30.4% | -10.0% | -20.4% | -27.2% |
| 6M | +12.5% | -2.5% | +15.0% | +10.5% |
| YTD | +40.5% | -1.1% | +41.6% | +36.3% |
| 1Y | +53.0% | -3.9% | +56.9% | +50.2% |
| 3Y | +796.7% | +3.4% | +793.2% | +731.9% |
| All | -27.4% | -20.1% | -7.3% | -29.9% |
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