+408.5%
WELL vs INVH
+75.4%
+333.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -3.0% | +2.8% | +1.9% |
| 30D | +2.3% | -7.5% | +9.8% | +7.9% |
| 3M | +12.3% | -5.5% | +17.8% | +16.6% |
| 6M | +15.6% | +11.7% | +3.9% | +6.7% |
| YTD | +28.3% | +1.3% | +27.0% | +26.0% |
| 1Y | +41.9% | -6.1% | +48.0% | +46.6% |
| 3Y | +198.3% | -9.8% | +208.1% | +208.7% |
| 5Y | +206.4% | -19.7% | +226.1% | +238.2% |
| All | +408.5% | +75.4% | +333.2% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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