+132.4%
HOOD vs WM
+75.0%
+57.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.3% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | -26.1% | +13.1% | -39.2% | -26.8% |
| 3M | -10.8% | +3.6% | -14.4% | -11.1% |
| 6M | +2.4% | +8.1% | -5.7% | +1.3% |
| YTD | -28.5% | +8.9% | -37.4% | -29.7% |
| 1Y | -36.3% | +20.3% | -56.7% | -39.2% |
| 3Y | +743.7% | +46.2% | +697.5% | +657.7% |
| 5Y | +118.6% | +59.9% | +58.7% | +86.3% |
| All | +132.4% | +75.0% | +57.4% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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