-30.6%
WDAY vs TTWO
+39.3%
-70.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | +5.9% | -11.3% | +17.3% | +11.0% |
| 3M | +42.3% | +1.6% | +40.7% | +40.8% |
| 6M | +34.7% | +2.1% | +32.6% | +33.1% |
| YTD | -13.5% | -15.8% | +2.3% | -8.2% |
| 1Y | -18.1% | -12.6% | -5.5% | -14.6% |
| 3Y | -26.4% | +48.2% | -74.6% | -39.4% |
| All | -30.6% | +39.3% | -70.0% | -44.9% |
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