+231.1%
HOOD vs WAT
+4.5%
+226.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -2.0% |
| 7D | +7.7% | -1.8% | +9.5% | +8.7% |
| 30D | +22.0% | -1.7% | +23.7% | +23.2% |
| 3M | +37.6% | +9.1% | +28.5% | +32.0% |
| 6M | +45.3% | +32.4% | +12.8% | +27.2% |
| YTD | +1.9% | +6.6% | -4.6% | -2.5% |
| 1Y | -2.7% | +34.7% | -37.4% | -17.5% |
| 3Y | +973.4% | +53.6% | +919.8% | +692.3% |
| 5Y | +179.3% | -4.1% | +183.3% | +120.7% |
| All | +231.1% | +4.5% | +226.5% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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