+1,188.5%
WDC vs TTWO
+406.5%
+782.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -1.5% | -11.3% | +9.8% | +2.7% |
| 3M | -15.5% | +1.6% | -17.1% | -16.6% |
| 6M | +66.5% | +2.1% | +64.4% | +62.7% |
| YTD | +159.9% | -15.8% | +175.7% | +171.0% |
| 1Y | +366.0% | -12.6% | +378.6% | +378.3% |
| 3Y | +1,285.8% | +48.2% | +1,237.6% | +1,057.5% |
| 5Y | +925.6% | +40.0% | +885.6% | +742.1% |
| All | +1,188.5% | +406.5% | +782.0% | +633.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling