+1,762.4%
WULF vs UDR
+1,411.0%
+351.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.8% |
| 7D | +15.6% | -3.3% | +18.8% | +16.1% |
| 30D | +5.7% | -5.6% | +11.4% | +6.5% |
| 3M | -32.3% | -9.4% | -22.9% | -31.7% |
| 6M | +23.7% | -3.0% | +26.6% | +23.6% |
| YTD | +49.1% | -0.4% | +49.5% | +48.5% |
| 1Y | +66.3% | -5.1% | +71.5% | +66.4% |
| 3Y | +851.7% | +4.2% | +847.5% | +847.2% |
| 5Y | -30.9% | -19.5% | -11.4% | -29.9% |
| 10Y | +86.9% | +47.9% | +39.0% | +81.4% |
| All | +1,762.4% | +1,411.0% | +351.4% | +1,782.6% |
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