+394.9%
TTWO vs WST
+344.2%
+50.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | +1.8% | -1.5% | 0.0% |
| 30D | -11.3% | -1.7% | -9.6% | -11.0% |
| 3M | +1.6% | +4.9% | -3.3% | +0.4% |
| 6M | +2.1% | +45.5% | -43.5% | -6.7% |
| YTD | -15.8% | +26.1% | -42.0% | -20.8% |
| 1Y | -12.6% | +31.7% | -44.3% | -18.9% |
| 3Y | +48.2% | -12.1% | +60.3% | +44.1% |
| 5Y | +40.0% | -23.6% | +63.5% | +39.1% |
| All | +394.9% | +344.2% | +50.7% | +154.1% |
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 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