+250.7%
HOOD vs WFC
+122.4%
+128.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | +17.1% | +3.8% | +13.3% | +14.0% |
| 30D | +31.6% | +1.5% | +30.1% | +29.8% |
| 3M | +38.2% | +10.9% | +27.4% | +27.3% |
| 6M | +48.5% | +8.4% | +40.1% | +37.5% |
| YTD | +8.0% | -1.9% | +9.8% | +8.1% |
| 1Y | +18.7% | +12.3% | +6.3% | +7.4% |
| 3Y | +999.1% | +132.3% | +866.8% | +556.6% |
| 5Y | +181.7% | +130.1% | +51.6% | +81.2% |
| All | +250.7% | +122.4% | +128.3% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling