+250.7%
HOOD vs WAT
+5.7%
+245.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +17.1% | -1.3% | +18.4% | +17.9% |
| 30D | +31.6% | +2.3% | +29.2% | +30.5% |
| 3M | +38.2% | +8.7% | +29.5% | +32.8% |
| 6M | +48.5% | +28.3% | +20.2% | +31.9% |
| YTD | +8.0% | +7.8% | +0.2% | +2.7% |
| 1Y | +18.7% | +36.6% | -17.9% | -0.1% |
| 3Y | +999.1% | +45.7% | +953.4% | +738.7% |
| 5Y | +181.7% | -3.3% | +185.0% | +119.9% |
| All | +250.7% | +5.7% | +245.0% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling