+349.8%
WELL vs TTWO
+406.5%
-56.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +2.3% | -11.3% | +13.7% | +3.5% |
| 3M | +12.3% | +1.6% | +10.7% | +11.8% |
| 6M | +15.6% | +2.1% | +13.5% | +14.8% |
| YTD | +28.3% | -15.8% | +44.2% | +30.0% |
| 1Y | +41.9% | -12.6% | +54.5% | +43.0% |
| 3Y | +198.3% | +48.2% | +150.1% | +181.4% |
| 5Y | +206.4% | +40.0% | +166.4% | +185.8% |
| All | +349.8% | +406.5% | -56.7% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling