+649.4%
WY vs UDR
+2,856.2%
-2,206.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -2.1% | -2.1% | 0.0% | -1.1% |
| 30D | -10.5% | -5.6% | -4.9% | -7.9% |
| 3M | -4.9% | -5.8% | +0.9% | -2.2% |
| 6M | -4.9% | -1.1% | -3.8% | -4.6% |
| YTD | -1.7% | +1.6% | -3.3% | -2.9% |
| 1Y | -9.4% | -2.7% | -6.7% | -8.8% |
| 3Y | -22.3% | +6.3% | -28.6% | -25.1% |
| 5Y | -20.5% | -19.3% | -1.2% | -13.3% |
| 10Y | +4.9% | +46.0% | -41.1% | -11.3% |
| All | +649.4% | +2,856.2% | -2,206.7% | +163.9% |
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