+133.6%
HOOD vs W
-58.1%
+191.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.1% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | -25.4% | +6.4% | -31.8% | -27.1% |
| 3M | -14.0% | +9.0% | -22.9% | -16.9% |
| 6M | +5.6% | +69.8% | -64.2% | -16.2% |
| YTD | -28.1% | +12.1% | -40.2% | -34.4% |
| 1Y | -40.1% | 0.0% | -40.2% | -43.6% |
| 3Y | +888.2% | +160.3% | +727.9% | +479.5% |
| 5Y | +135.8% | -53.3% | +189.1% | +99.2% |
| All | +133.6% | -58.1% | +191.7% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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