+145.0%
WFC vs TTWO
+406.5%
-261.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.5% | -11.3% | +12.9% | +3.2% |
| 3M | +10.2% | +1.6% | +8.6% | +9.7% |
| 6M | +18.8% | +2.1% | +16.7% | +17.9% |
| YTD | -1.5% | -15.8% | +14.3% | +0.4% |
| 1Y | +13.5% | -12.6% | +26.2% | +15.0% |
| 3Y | +135.0% | +48.2% | +86.7% | +118.8% |
| 5Y | +130.1% | +40.0% | +90.1% | +111.2% |
| All | +145.0% | +406.5% | -261.5% | +103.8% |
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