+3.6%
WBD vs TTWO
+39.3%
-35.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +1.4% | -11.3% | +12.7% | +6.4% |
| 3M | +4.4% | +1.6% | +2.8% | +2.2% |
| 6M | +0.8% | +2.1% | -1.2% | -2.2% |
| YTD | -2.7% | -15.8% | +13.1% | +2.7% |
| 1Y | +73.4% | -12.6% | +86.0% | +78.2% |
| 3Y | +142.1% | +48.2% | +93.9% | +90.4% |
| All | +3.6% | +39.3% | -35.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 5y: compounded portfolio wealth divided by compounded TTWO 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…
5y analysis · Full analysis span regression · 6 months rolling