+237.0%
HOOD vs WCC
+253.0%
-16.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -5.2% |
| 7D | +13.4% | +8.5% | +4.9% | +8.7% |
| 30D | +25.8% | -1.0% | +26.8% | +26.4% |
| 3M | +38.0% | +2.1% | +35.9% | +34.3% |
| 6M | +52.2% | +36.8% | +15.4% | +25.1% |
| YTD | +3.7% | +47.7% | -44.0% | -18.7% |
| 1Y | +0.1% | +66.5% | -66.5% | -26.8% |
| 3Y | +992.6% | +134.2% | +858.4% | +542.7% |
| 5Y | +193.0% | +231.6% | -38.7% | +56.6% |
| All | +237.0% | +253.0% | -16.0% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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