+5,381.8%
TTWO vs WST
+7,120.1%
-1,738.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -8.8% | +0.7% | -9.5% | -9.0% |
| 30D | -8.6% | -3.1% | -5.5% | -7.8% |
| 3M | -0.9% | +7.2% | -8.1% | -3.3% |
| 6M | -0.5% | +36.8% | -37.3% | -10.6% |
| YTD | -16.1% | +23.8% | -40.0% | -22.6% |
| 1Y | -10.8% | +37.8% | -48.6% | -20.9% |
| 3Y | +51.4% | -15.9% | +67.3% | +44.3% |
| 5Y | +33.7% | -25.8% | +59.5% | +28.8% |
| 10Y | +380.3% | +319.6% | +60.7% | +130.9% |
| All | +5,381.8% | +7,120.1% | -1,738.4% | +1,049.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling