+237.0%
HOOD vs WING
-30.4%
+267.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +13.4% | -0.1% | +13.5% | +13.3% |
| 30D | +25.8% | -6.0% | +31.8% | +27.3% |
| 3M | +38.0% | -23.5% | +61.5% | +48.4% |
| 6M | +52.2% | -52.0% | +104.2% | +94.8% |
| YTD | +3.7% | -53.8% | +57.5% | +32.4% |
| 1Y | +0.1% | -63.8% | +63.9% | +39.9% |
| 3Y | +992.6% | -30.8% | +1,023.3% | +869.6% |
| 5Y | +193.0% | -34.3% | +227.3% | +157.0% |
| All | +237.0% | -30.4% | +267.4% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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