+409.1%
WELL vs INVH
+79.4%
+329.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.1% | -2.3% | +1.2% | +0.4% |
| 30D | +0.7% | -5.7% | +6.5% | +4.9% |
| 3M | +14.5% | -4.5% | +19.0% | +18.0% |
| 6M | +14.4% | +11.0% | +3.4% | +6.2% |
| YTD | +28.5% | +3.7% | +24.8% | +24.2% |
| 1Y | +41.8% | -2.8% | +44.6% | +43.0% |
| 3Y | +202.8% | -7.1% | +210.0% | +207.2% |
| 5Y | +208.8% | -19.4% | +228.2% | +240.9% |
| All | +409.1% | +79.4% | +329.7% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling