+123.6%
HOOD vs WFC
+114.0%
+9.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | -3.8% | +2.5% | -6.3% | -5.4% |
| 30D | -23.0% | +7.0% | -30.0% | -26.5% |
| 3M | -21.6% | -1.8% | -19.9% | -21.1% |
| 6M | +1.4% | +18.4% | -17.0% | -11.2% |
| YTD | -31.2% | -5.6% | -25.6% | -29.3% |
| 1Y | -35.9% | +3.9% | -39.8% | -38.7% |
| 3Y | +836.9% | +126.3% | +710.6% | +470.3% |
| 5Y | +121.1% | +91.1% | +30.0% | +43.5% |
| All | +123.6% | +114.0% | +9.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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