+437.9%
WWD vs UDR
+54.6%
+383.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | +4.0% | -0.4% | +4.3% | +4.2% |
| 30D | +0.4% | +7.8% | -7.4% | -4.5% |
| 3M | -7.9% | -2.8% | -5.1% | -6.7% |
| 6M | -10.6% | -1.4% | -9.2% | -10.7% |
| YTD | +9.4% | +3.4% | +6.0% | +5.5% |
| 1Y | +25.7% | +9.9% | +15.9% | +16.5% |
| 3Y | +148.5% | +28.5% | +120.0% | +101.3% |
| 5Y | +189.5% | -20.5% | +210.0% | +219.1% |
| All | +437.9% | +54.6% | +383.2% | +375.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling