+41.9%
TTWO vs WCC
+212.3%
-170.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.3% |
| 7D | +1.3% | +1.7% | -0.3% | +1.0% |
| 30D | -13.4% | -6.1% | -7.3% | -12.6% |
| 3M | +3.1% | +3.1% | 0.0% | +2.0% |
| 6M | +3.8% | +28.2% | -24.5% | -2.1% |
| YTD | -15.3% | +41.1% | -56.4% | -21.9% |
| 1Y | -11.1% | +61.3% | -72.4% | -20.5% |
| 3Y | +52.0% | +123.6% | -71.7% | +21.0% |
| All | +41.9% | +212.3% | -170.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling