+201.1%
WELL vs INVH
-20.2%
+221.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -3.0% | +2.8% | +1.4% |
| 30D | +2.3% | -7.5% | +9.8% | +6.7% |
| 3M | +12.3% | -5.5% | +17.8% | +15.7% |
| 6M | +15.6% | +11.7% | +3.9% | +8.8% |
| YTD | +28.3% | +1.3% | +27.0% | +26.8% |
| 1Y | +41.9% | -6.1% | +48.0% | +46.0% |
| 3Y | +198.3% | -9.8% | +208.1% | +208.3% |
| All | +201.1% | -20.2% | +221.2% | +230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling