+231.1%
HOOD vs WAB
+241.7%
-10.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.5% |
| 7D | +7.7% | +0.2% | +7.5% | +7.5% |
| 30D | +22.0% | -4.6% | +26.5% | +27.2% |
| 3M | +37.6% | +5.6% | +32.0% | +27.8% |
| 6M | +45.3% | +13.8% | +31.5% | +24.4% |
| YTD | +1.9% | +31.9% | -29.9% | -25.2% |
| 1Y | -2.7% | +48.3% | -51.0% | -36.5% |
| 3Y | +973.4% | +167.1% | +806.2% | +326.7% |
| 5Y | +179.3% | +222.9% | -43.6% | -3.2% |
| All | +231.1% | +241.7% | -10.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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