+48.2%
TTWO vs WCC
+129.8%
-81.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -11.3% | -2.3% | -9.1% | -11.2% |
| 3M | +1.6% | +3.7% | -2.1% | +0.9% |
| 6M | +2.1% | +34.8% | -32.7% | -2.6% |
| YTD | -15.8% | +46.1% | -62.0% | -21.0% |
| 1Y | -12.6% | +62.7% | -75.3% | -19.5% |
| 3Y | +48.2% | +133.6% | -85.4% | +25.7% |
| All | +48.2% | +129.8% | -81.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling