+142.9%
HOOD vs WM
+78.0%
+64.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -22.6% | +13.8% | -36.4% | -23.3% |
| 3M | -10.4% | +6.4% | -16.8% | -10.8% |
| 6M | +4.7% | +13.2% | -8.5% | +3.0% |
| YTD | -25.2% | +10.8% | -36.0% | -26.6% |
| 1Y | -35.9% | +20.2% | -56.1% | -38.5% |
| 3Y | +927.7% | +46.5% | +881.3% | +826.7% |
| 5Y | +147.5% | +61.3% | +86.3% | +110.2% |
| All | +142.9% | +78.0% | +64.9% | +153.5% |
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