-17.2%
TTWO vs WCN
+16.1%
-33.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.4% | +6.5% |
| 7D | +7.0% | +6.7% | +0.3% | +5.5% |
| 30D | +2.7% | +24.3% | -21.6% | -2.0% |
| 3M | -13.0% | +16.1% | -29.1% | -15.9% |
| 6M | -7.2% | +19.9% | -27.2% | -11.1% |
| YTD | -18.4% | +10.1% | -28.5% | -19.6% |
| 1Y | -17.2% | +14.4% | -31.7% | -18.4% |
| All | -17.2% | +16.1% | -33.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling