+147.5%
HOOD vs GWW
+224.6%
-77.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | -3.2% | 0.0% | -3.2% | -3.1% |
| 30D | -22.6% | +14.0% | -36.5% | -27.9% |
| 3M | -10.4% | +14.4% | -24.8% | -16.7% |
| 6M | +4.7% | +21.7% | -17.0% | -7.2% |
| YTD | -25.2% | +48.4% | -73.7% | -41.9% |
| 1Y | -35.9% | +58.4% | -94.3% | -52.4% |
| 3Y | +927.7% | +92.3% | +835.4% | +580.1% |
| 5Y | +147.5% | +221.8% | -74.3% | +8.0% |
| All | +147.5% | +224.6% | -77.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling