+417.4%
WDC vs TTWO
-10.0%
+427.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +1.7% | -8.8% | +10.5% | +2.5% |
| 30D | -10.0% | -8.6% | -1.4% | -9.3% |
| 3M | -18.8% | -0.9% | -17.8% | -19.2% |
| 6M | +79.0% | -0.5% | +79.5% | +77.4% |
| YTD | +171.6% | -16.1% | +187.7% | +185.1% |
| 1Y | +417.4% | -10.8% | +428.2% | +445.0% |
| All | +417.4% | -10.0% | +427.4% | +445.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling