+40.9%
TTWO vs WAB
+221.8%
-180.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | -11.3% | -4.1% | -7.3% | -10.3% |
| 3M | +1.6% | +8.2% | -6.6% | -1.1% |
| 6M | +2.1% | +15.4% | -13.3% | -3.2% |
| YTD | -15.8% | +33.1% | -49.0% | -24.2% |
| 1Y | -12.6% | +48.1% | -60.7% | -24.4% |
| 3Y | +48.2% | +167.7% | -119.5% | +0.3% |
| All | +40.9% | +221.8% | -180.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling