+390.0%
TTWO vs WST
+456.5%
-66.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +6.0% | +4.2% | +1.8% | +5.1% |
| 30D | +13.2% | +11.2% | +2.0% | +10.5% |
| 3M | -5.8% | +20.4% | -26.2% | -9.7% |
| 6M | +0.4% | +37.9% | -37.5% | -6.8% |
| YTD | -11.0% | +51.8% | -62.8% | -19.7% |
| 1Y | -4.1% | +56.6% | -60.7% | -14.2% |
| 3Y | +51.8% | +24.2% | +27.6% | +33.5% |
| 5Y | +21.3% | +0.7% | +20.6% | +12.0% |
| All | +390.0% | +456.5% | -66.5% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling