+132.4%
HOOD vs WMB
+218.3%
-86.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | -4.8% | -13.8% | +9.0% | +3.3% |
| 30D | -26.1% | -10.3% | -15.8% | -21.7% |
| 3M | -10.8% | -10.1% | -0.7% | -6.6% |
| 6M | +2.4% | -11.8% | +14.2% | +6.8% |
| YTD | -28.5% | +8.9% | -37.4% | -36.6% |
| 1Y | -36.3% | +14.0% | -50.3% | -45.5% |
| 3Y | +743.7% | +100.5% | +643.2% | +425.4% |
| 5Y | +118.6% | +179.5% | -60.9% | +14.7% |
| All | +132.4% | +218.3% | -86.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling