+443.3%
WELL vs RMBS
+555.1%
-111.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | +21.9% | -21.8% | -2.0% |
| 30D | +6.8% | -13.4% | +20.2% | +8.0% |
| 3M | +6.7% | -15.9% | +22.6% | +7.9% |
| 6M | +13.8% | -34.8% | +48.6% | +16.7% |
| YTD | +33.8% | -7.5% | +41.4% | +27.4% |
| 1Y | +29.6% | -16.9% | +46.5% | +24.9% |
| 3Y | +203.1% | +35.5% | +167.5% | +151.0% |
| 5Y | +223.8% | +254.2% | -30.3% | +91.3% |
| All | +443.3% | +555.1% | -111.8% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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