+198.5%
WELL vs TTWO
+51.8%
+146.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.3% |
| 7D | -2.2% | +1.3% | -3.6% | -2.3% |
| 30D | +4.7% | -13.4% | +18.1% | +5.6% |
| 3M | +11.9% | +3.1% | +8.9% | +11.4% |
| 6M | +14.3% | +3.8% | +10.5% | +13.3% |
| YTD | +28.4% | -15.3% | +43.6% | +30.5% |
| 1Y | +42.3% | -11.1% | +53.4% | +43.4% |
| All | +198.5% | +51.8% | +146.6% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling