+1,285.8%
WDC vs TTWO
+50.8%
+1,235.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -1.5% | -11.3% | +9.8% | +2.4% |
| 3M | -15.5% | +1.6% | -17.1% | -16.9% |
| 6M | +66.5% | +2.1% | +64.4% | +61.7% |
| YTD | +159.9% | -15.8% | +175.7% | +174.5% |
| 1Y | +366.0% | -12.6% | +378.6% | +381.5% |
| 3Y | +1,285.8% | +48.2% | +1,237.6% | +970.1% |
| All | +1,285.8% | +50.8% | +1,235.0% | +970.1% |
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