+204.5%
WELL vs RMBS
+55.1%
+149.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | +0.5% | -14.4% | +14.9% | +0.7% |
| 3M | +19.1% | -42.8% | +61.9% | +20.2% |
| 6M | +17.0% | -1.4% | +18.4% | +15.1% |
| YTD | +29.2% | -5.4% | +34.6% | +26.8% |
| 1Y | +42.1% | +18.6% | +23.6% | +37.5% |
| 3Y | +204.5% | +57.3% | +147.3% | +183.2% |
| All | +204.5% | +55.1% | +149.4% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling