+237.0%
HOOD vs WMB
+274.0%
-37.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -5.2% |
| 7D | +13.4% | +0.8% | +12.6% | +12.6% |
| 30D | +25.8% | +7.7% | +18.1% | +19.2% |
| 3M | +38.0% | +6.7% | +31.3% | +30.1% |
| 6M | +52.2% | +3.6% | +48.6% | +44.7% |
| YTD | +3.7% | +28.0% | -24.2% | -15.8% |
| 1Y | +0.1% | +37.6% | -37.6% | -23.7% |
| 3Y | +992.6% | +149.0% | +843.5% | +503.1% |
| 5Y | +193.0% | +285.3% | -92.3% | +51.8% |
| All | +237.0% | +274.0% | -37.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WMB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling