+140.1%
WMB vs TTWO
+51.8%
+88.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | +0.7% | -13.4% | +14.1% | +1.8% |
| 3M | +1.5% | +3.1% | -1.6% | +0.7% |
| 6M | +0.1% | +3.8% | -3.7% | -0.9% |
| YTD | +22.9% | -15.3% | +38.2% | +24.9% |
| 1Y | +27.9% | -11.1% | +39.0% | +28.8% |
| All | +140.1% | +51.8% | +88.2% | +123.9% |
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 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