+40.9%
TTWO vs WAT
-3.5%
+44.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | -11.3% | -1.9% | -9.5% | -11.1% |
| 3M | +1.6% | +13.5% | -11.9% | -0.8% |
| 6M | +2.1% | +37.2% | -35.2% | -4.2% |
| YTD | -15.8% | +7.5% | -23.3% | -17.6% |
| 1Y | -12.6% | +35.0% | -47.6% | -18.8% |
| 3Y | +48.2% | +55.1% | -6.9% | +25.9% |
| All | +40.9% | -3.5% | +44.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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