+446.0%
WULF vs TTWO
+5,776.8%
-5,330.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | -2.6% | -11.3% | +8.7% | -1.9% |
| 3M | -34.0% | +1.6% | -35.6% | -34.1% |
| 6M | +10.0% | +2.1% | +7.9% | +9.6% |
| YTD | +45.7% | -15.8% | +61.5% | +47.1% |
| 1Y | +57.3% | -12.6% | +69.9% | +58.4% |
| 3Y | +878.9% | +48.2% | +830.7% | +858.7% |
| 5Y | -28.3% | +40.0% | -68.3% | -30.0% |
| 10Y | +82.7% | +404.1% | -321.5% | +73.4% |
| All | +446.0% | +5,776.8% | -5,330.8% | +384.6% |
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