+191.2%
WWD vs UDR
-20.8%
+212.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +4.0% | -0.4% | +4.3% | +4.1% |
| 30D | +0.4% | +7.8% | -7.4% | -3.0% |
| 3M | -7.9% | -2.8% | -5.1% | -7.1% |
| 6M | -10.6% | -1.4% | -9.2% | -10.6% |
| YTD | +9.4% | +3.4% | +6.0% | +6.7% |
| 1Y | +25.7% | +9.9% | +15.9% | +19.3% |
| 3Y | +148.5% | +28.5% | +120.0% | +116.3% |
| All | +191.2% | -20.8% | +212.0% | +223.0% |
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