+394.9%
TTWO vs WCC
+541.6%
-146.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | -11.3% | -2.1% | -9.2% | -11.2% |
| 3M | +1.6% | +3.8% | -2.2% | +0.5% |
| 6M | +2.1% | +35.0% | -32.9% | -3.8% |
| YTD | -15.8% | +46.4% | -62.2% | -22.0% |
| 1Y | -12.6% | +63.0% | -75.6% | -20.7% |
| 3Y | +48.2% | +133.9% | -85.7% | +22.4% |
| 5Y | +40.0% | +226.5% | -186.6% | +7.1% |
| All | +394.9% | +541.6% | -146.8% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling