+5,346.0%
TTWO vs WAT
+6,444.7%
-1,098.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | -13.5% | -1.0% | -12.5% | -13.3% |
| 3M | +0.3% | +10.9% | -10.5% | -2.8% |
| 6M | +0.8% | +33.2% | -32.3% | -7.7% |
| YTD | -16.7% | +6.1% | -22.8% | -19.4% |
| 1Y | -14.3% | +30.2% | -44.5% | -21.9% |
| 3Y | +49.4% | +52.9% | -3.5% | +25.5% |
| 5Y | +33.8% | -5.1% | +38.9% | +26.3% |
| 10Y | +392.8% | +152.6% | +240.2% | +242.3% |
| All | +5,346.0% | +6,444.7% | -1,098.7% | +1,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling