-10.8%
TTWO vs WST
+37.6%
-48.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -8.8% | +0.7% | -9.5% | -8.8% |
| 30D | -8.6% | -3.1% | -5.5% | -8.5% |
| 3M | -0.9% | +7.2% | -8.1% | -1.2% |
| 6M | -0.5% | +36.8% | -37.3% | -2.8% |
| YTD | -16.1% | +23.8% | -40.0% | -17.7% |
| 1Y | -10.8% | +37.8% | -48.6% | -12.1% |
| All | -10.8% | +37.6% | -48.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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