+5,925.0%
WELL vs TTWO
+5,717.4%
+207.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -1.3% | -1.6% | +0.2% | -1.2% |
| 30D | +0.5% | -13.5% | +14.0% | +1.8% |
| 3M | +19.1% | +0.3% | +18.7% | +18.8% |
| 6M | +17.0% | +0.8% | +16.1% | +16.5% |
| YTD | +29.2% | -16.7% | +45.9% | +30.7% |
| 1Y | +42.1% | -14.3% | +56.4% | +43.3% |
| 3Y | +204.5% | +49.4% | +155.2% | +190.4% |
| 5Y | +211.0% | +33.8% | +177.2% | +196.0% |
| 10Y | +337.6% | +392.8% | -55.2% | +262.2% |
| All | +5,925.0% | +5,717.4% | +207.7% | +3,916.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TTWO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling