+123.6%
HOOD vs W
-58.3%
+181.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -3.8% | +0.2% | -3.9% | -3.8% |
| 30D | -23.0% | +6.8% | -29.8% | -24.8% |
| 3M | -21.6% | +10.7% | -32.3% | -24.7% |
| 6M | +1.4% | +86.3% | -84.9% | -21.9% |
| YTD | -31.2% | +11.5% | -42.6% | -37.1% |
| 1Y | -35.9% | +5.1% | -41.0% | -40.8% |
| 3Y | +836.9% | +171.0% | +666.0% | +442.2% |
| 5Y | +121.1% | -56.6% | +177.8% | +84.7% |
| All | +123.6% | -58.3% | +181.9% | +93.3% |
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