-0.2%
WY vs UDR
+14.9%
-15.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +3.8% |
| 7D | +13.3% | +7.2% | +6.1% | +9.6% |
| 30D | +17.6% | +10.5% | +7.2% | +12.2% |
| 3M | -15.0% | -2.3% | -12.8% | -14.7% |
| 6M | -5.9% | +4.0% | -9.9% | -7.4% |
| YTD | -5.7% | +5.6% | -11.4% | -8.0% |
| 1Y | -0.2% | +13.0% | -13.2% | -5.8% |
| All | -0.2% | +14.9% | -15.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling