+113.0%
HOOD vs WAT
+32.4%
+80.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.7% |
| 7D | -4.8% | -1.1% | -3.7% | -4.1% |
| 30D | -26.1% | +5.0% | -31.1% | -27.6% |
| 3M | -10.8% | +14.5% | -25.3% | -16.2% |
| 6M | +2.4% | +30.9% | -28.6% | -10.0% |
| YTD | -28.5% | +20.5% | -48.9% | -35.5% |
| 1Y | -36.3% | +23.3% | -59.6% | -43.3% |
| 3Y | +743.7% | +81.5% | +662.2% | +464.0% |
| All | +113.0% | +32.4% | +80.7% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling