-26.6%
WDAY vs TTWO
+51.8%
-78.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | -10.5% | +1.3% | -11.9% | -11.0% |
| 30D | +2.1% | -13.4% | +15.5% | +7.4% |
| 3M | +34.6% | +3.1% | +31.6% | +32.9% |
| 6M | +29.9% | +3.8% | +26.1% | +27.9% |
| YTD | -13.8% | -15.3% | +1.4% | -9.9% |
| 1Y | -18.3% | -11.1% | -7.2% | -15.9% |
| All | -26.6% | +51.8% | -78.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling