+916.1%
WDC vs TTWO
+39.3%
+876.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 6M | +66.5% | +2.1% | +64.4% | +62.2% |
| YTD | +159.9% | -15.8% | +175.7% | +172.2% |
| 1Y | +366.0% | -12.6% | +378.6% | +379.3% |
| 3Y | +1,285.8% | +48.2% | +1,237.6% | +1,033.6% |
| All | +916.1% | +39.3% | +876.8% | +689.5% |
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