+15,588.9%
WWD vs UDR
+1,438.8%
+14,150.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.3% | -2.0% | +3.3% | +2.4% |
| 30D | -7.2% | -5.2% | -2.0% | -4.6% |
| 3M | -3.8% | -5.8% | +1.9% | -1.2% |
| 6M | -9.9% | -1.7% | -8.2% | -9.5% |
| YTD | +14.8% | +2.4% | +12.5% | +12.4% |
| 1Y | +42.1% | -2.1% | +44.2% | +42.0% |
| 3Y | +170.8% | +4.2% | +166.6% | +157.0% |
| 5Y | +197.5% | -20.0% | +217.5% | +220.0% |
| 10Y | +477.8% | +44.6% | +433.2% | +351.4% |
| All | +15,588.9% | +1,438.8% | +14,150.0% | +5,646.5% |
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 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