+5,401.7%
TTWO vs WSM
+9,293.0%
-3,891.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -11.3% | -7.7% | -3.6% | -9.7% |
| 3M | +1.6% | +3.8% | -2.2% | +0.6% |
| 6M | +2.1% | +22.7% | -20.6% | -3.1% |
| YTD | -15.8% | +28.0% | -43.8% | -21.1% |
| 1Y | -12.6% | +12.7% | -25.3% | -16.1% |
| 3Y | +48.2% | +231.3% | -183.1% | +4.9% |
| 5Y | +40.0% | +177.2% | -137.2% | -0.4% |
| 10Y | +404.1% | +1,065.8% | -661.6% | +126.0% |
| All | +5,401.7% | +9,293.0% | -3,891.3% | +1,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 all: compounded portfolio wealth divided by compounded WSM 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…
all analysis · Full analysis span regression · 6 months rolling