+5,869.2%
WELL vs RMBS
+1,337.6%
+4,531.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.5% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | +7.8% | -15.5% | +23.3% | +8.7% |
| 3M | +10.2% | -11.5% | +21.7% | +10.6% |
| 6M | +16.4% | -36.5% | +52.9% | +18.5% |
| YTD | +35.2% | -7.1% | +42.3% | +32.4% |
| 1Y | +30.5% | -18.7% | +49.1% | +28.9% |
| 3Y | +206.1% | +36.2% | +169.9% | +183.4% |
| 5Y | +228.3% | +252.0% | -23.7% | +179.3% |
| 10Y | +468.3% | +561.2% | -92.9% | +357.6% |
| All | +5,869.2% | +1,337.6% | +4,531.6% | +3,612.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling