+4.4%
WY vs UDR
+47.3%
-42.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.1% |
| 7D | -3.7% | -3.4% | -0.3% | -1.3% |
| 30D | -11.3% | -5.4% | -5.9% | -7.7% |
| 3M | -8.1% | -10.0% | +1.8% | -1.2% |
| 6M | -7.4% | -2.5% | -4.9% | -6.2% |
| YTD | -4.7% | -1.1% | -3.6% | -5.0% |
| 1Y | -9.2% | -3.9% | -5.3% | -7.8% |
| 3Y | -24.7% | +3.4% | -28.1% | -28.3% |
| 5Y | -21.6% | -18.9% | -2.7% | -12.7% |
| All | +4.4% | +47.3% | -42.9% | -12.4% |
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