+123.6%
HOOD vs WCN
+61.2%
+62.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +2.6% | -6.4% | -4.8% |
| 30D | -23.0% | +23.9% | -46.9% | -30.4% |
| 3M | -21.6% | +17.4% | -39.1% | -27.3% |
| 6M | +1.4% | +28.0% | -26.6% | -11.1% |
| YTD | -31.2% | +11.6% | -42.7% | -35.0% |
| 1Y | -35.9% | +16.9% | -52.8% | -41.5% |
| 3Y | +836.9% | +51.6% | +785.3% | +593.1% |
| 5Y | +121.1% | +48.0% | +73.2% | +54.0% |
| All | +123.6% | +61.2% | +62.4% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling