+113.0%
HOOD vs WAB
+203.5%
-90.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +1.5% |
| 7D | -4.8% | +1.4% | -6.2% | -5.8% |
| 30D | -26.1% | +0.4% | -26.5% | -26.1% |
| 3M | -10.8% | -3.8% | -7.0% | -7.3% |
| 6M | +2.4% | +5.1% | -2.7% | -4.3% |
| YTD | -28.5% | +33.3% | -61.8% | -48.3% |
| 1Y | -36.3% | +39.8% | -76.2% | -56.1% |
| 3Y | +743.7% | +161.1% | +582.6% | +232.9% |
| All | +113.0% | +203.5% | -90.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling