REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Welltower Inc. ($WELL)

Sector: Healthcare  •  Exchange / CIK: NYSE / 0000766704  •  Properties: 2,100 Assets
Trading at a 6.0% premium to NAV
Safety Score: 88/100 (Safe)  |  Credit: BBB+ / Baa1

Live Share Price

$237.32
52W Range: $174.91 - $255.20

Valuation Multiples

57.9x P/AFFO
P/FFO: 54.6x  |  FFO/sh: $4.35

Net Asset Value (NAV)

$125.00
Prem/Disc: +6.0%  |  Cap: 5.66%

Dividend Cash Flow

1.16% Yield
$2.76/yr (Quarterly)  |  Payout: 67.3%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 4.2x. Portfolio leased occupancy is 87.5% with a weighted average lease term (WALT) of 8.8 years. Senior credit rating of BBB+ / Baa1 provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.6900 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Boca Raton Outpatient Medical Pavilion Boca Raton, FL 160,000 sq ft 94.8% SEC Sched III
The Sunrise of Beverly Hills Senior Residence Beverly Hills, CA 110,000 sq ft 91.5% SEC Sched III
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
1.02
Index Tracking (Market Neutral)
Annualized Alpha (α)
+28.02%
Outperforming VNQ
Sharpe Ratio (vs VNQ)
1.26 vs 0.04
+1.22 Spread
Max Drawdown (1-Yr)
-12.6% vs -11.4%
-1.2% vs VNQ
WELL vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric WELL VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 1.02 1.00 +0.02 (Index Tracking (Market Neutral))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 +28.02% 0.00% (Baseline) Outperforming VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 1.26 0.04 +1.22
Sortino Ratio
Downside semi-variance risk-adjusted return
 1.23 0.03 +1.20
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 22.8% 13.9% +8.9% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -12.6% -11.4% -1.2% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 35.7% 4.1% +31.6% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.39 Corr: 0.62 39% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 56.0% 51.6% +4.4% vs Benchmark
QuantStats Analytical Synthesis: WELL displays a Beta of 1.02 relative to VNQ with 0.39 R² correlation. Annualized volatility is 22.8% (8.8% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at +28.02% (Outperforming VNQ) with a Sharpe ratio of 1.26 against 0.04 for VNQ, and a maximum drawdown of -12.6%.
SEC CIK: 0000766704  |  Principal Executive Officer: Shankh Mitra  |  Total PEO Compensation: $20,200,824 (168:1)
Official SEC Accession: 0000766704-26-000014
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.