+5,346.0%
TTWO vs WAB
+4,201.1%
+1,145.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | +1.7% | -3.2% | -2.1% |
| 30D | -13.5% | -2.4% | -11.1% | -12.8% |
| 3M | +0.3% | +9.7% | -9.3% | -2.9% |
| 6M | +0.8% | +16.5% | -15.7% | -4.8% |
| YTD | -16.7% | +33.7% | -50.4% | -24.8% |
| 1Y | -14.3% | +49.7% | -63.9% | -25.5% |
| 3Y | +49.4% | +170.9% | -121.5% | +6.3% |
| 5Y | +33.8% | +228.0% | -194.3% | -11.4% |
| 10Y | +392.8% | +284.8% | +108.0% | +178.1% |
| All | +5,346.0% | +4,201.1% | +1,145.0% | +1,032.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling