+208.8%
WELL vs RMBS
+269.8%
-61.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | +0.7% | -8.6% | +9.3% | +1.0% |
| 3M | +14.5% | -40.3% | +54.8% | +16.5% |
| 6M | +14.4% | -1.0% | +15.4% | +12.2% |
| YTD | +28.5% | -4.6% | +33.1% | +25.6% |
| 1Y | +41.8% | +17.6% | +24.2% | +35.7% |
| 3Y | +202.8% | +58.6% | +144.2% | +174.3% |
| 5Y | +208.8% | +270.9% | -62.1% | +133.2% |
| All | +208.8% | +269.8% | -61.0% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling