+133.6%
HOOD vs GWW
+247.5%
-113.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.4% |
| 7D | +3.8% | +3.7% | +0.1% | +1.8% |
| 30D | -26.4% | +13.6% | -40.0% | -31.0% |
| 3M | -14.3% | +15.4% | -29.6% | -20.3% |
| 6M | +3.9% | +21.8% | -17.9% | -7.1% |
| YTD | -28.1% | +50.0% | -78.1% | -43.3% |
| 1Y | -38.8% | +60.2% | -99.0% | -53.8% |
| 3Y | +888.5% | +94.4% | +794.1% | +578.2% |
| 5Y | +131.0% | +221.8% | -90.8% | +18.8% |
| All | +133.6% | +247.5% | -113.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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