+225.5%
HOOD vs WCN
+32.3%
+193.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -9.1% | -4.4% | -4.7% | -7.1% |
| 30D | +20.1% | -4.4% | +24.5% | +22.8% |
| 3M | +31.2% | +0.5% | +30.8% | +29.6% |
| 6M | +44.3% | -3.3% | +47.6% | +44.6% |
| YTD | +0.2% | -8.5% | +8.7% | +3.9% |
| 1Y | -3.5% | -8.9% | +5.4% | -0.4% |
| 3Y | +955.2% | +18.0% | +937.2% | +787.5% |
| 5Y | +175.3% | +25.0% | +150.2% | +102.7% |
| All | +225.5% | +32.3% | +193.2% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling