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  • WDC vs TTWO✓SelectedUSD · TTWOWDC vs TTWO performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs TTWO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,497.4%
TTWO return
+5,658.7%
Excess return
-3,161.4%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTTWOExcessAlpha
1D+1.0%-1.0%+2.1%+1.3%
7D+7.5%-2.3%+9.8%+8.1%
30D+10.1%-16.7%+26.8%+15.2%
3M-6.8%-0.4%-6.4%-7.1%
6M+84.1%-1.6%+85.8%+83.2%
YTD+180.3%-17.5%+197.8%+190.4%
1Y+411.1%-14.8%+425.9%+424.7%
3Y+1,375.0%+47.9%+1,327.1%+1,210.0%
5Y+991.6%+34.5%+957.1%+874.3%
10Y+1,309.1%+394.0%+915.1%+783.3%
All+2,497.4%+5,658.7%-3,161.4%+638.9%

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 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