+48.2%
TTWO vs WCN
+18.4%
+29.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -3.1% | +3.5% | +1.1% |
| 30D | -11.3% | -3.4% | -7.9% | -10.6% |
| 3M | +1.6% | +3.0% | -1.4% | +0.5% |
| 6M | +2.1% | -3.8% | +5.8% | +2.9% |
| YTD | -15.8% | -8.3% | -7.5% | -14.0% |
| 1Y | -12.6% | -9.7% | -2.9% | -10.3% |
| 3Y | +48.2% | +17.2% | +31.1% | +41.3% |
| All | +48.2% | +18.4% | +29.8% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling