+1,591.5%
WFC vs TTWO
+5,658.7%
-4,067.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.1% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | +2.5% | -16.7% | +19.2% | +5.0% |
| 3M | +10.0% | -0.4% | +10.4% | +9.8% |
| 6M | +15.1% | -1.6% | +16.7% | +14.8% |
| YTD | -2.2% | -17.5% | +15.3% | -0.2% |
| 1Y | +13.5% | -14.8% | +28.3% | +15.2% |
| 3Y | +135.2% | +47.9% | +87.3% | +119.8% |
| 5Y | +128.3% | +34.5% | +93.9% | +112.9% |
| 10Y | +142.4% | +394.0% | -251.6% | +82.0% |
| All | +1,591.5% | +5,658.7% | -4,067.2% | +851.4% |
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