+282.1%
WDAY vs TTWO
+1,817.7%
-1,535.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -7.4% | -2.3% | -5.1% | -6.5% |
| 30D | +1.0% | -16.7% | +17.7% | +8.3% |
| 3M | +32.7% | -0.4% | +33.1% | +32.4% |
| 6M | +25.6% | -1.6% | +27.2% | +26.0% |
| YTD | -13.4% | -17.5% | +4.2% | -7.4% |
| 1Y | -19.4% | -14.8% | -4.5% | -15.1% |
| 3Y | -25.8% | +47.9% | -73.7% | -38.2% |
| 5Y | -31.1% | +34.5% | -65.6% | -42.4% |
| 10Y | +113.3% | +394.0% | -280.7% | +14.9% |
| All | +282.1% | +1,817.7% | -1,535.6% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling