+228.3%
WELL vs RMBS
+249.4%
-21.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +7.8% | -15.5% | +23.3% | +8.2% |
| 3M | +10.2% | -11.5% | +21.7% | +10.4% |
| 6M | +16.4% | -36.5% | +52.9% | +17.4% |
| YTD | +35.2% | -7.1% | +42.3% | +31.9% |
| 1Y | +30.5% | -18.7% | +49.1% | +28.2% |
| 3Y | +206.1% | +36.2% | +169.9% | +181.4% |
| 5Y | +228.3% | +252.0% | -23.7% | +131.6% |
| All | +228.3% | +249.4% | -21.1% | +131.6% |
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