+250.7%
HOOD vs WMB
+265.7%
-15.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | +0.6% | +16.6% | +16.6% |
| 30D | +31.6% | +3.3% | +28.3% | +27.9% |
| 3M | +38.2% | +3.1% | +35.1% | +33.2% |
| 6M | +48.5% | -0.7% | +49.2% | +45.2% |
| YTD | +8.0% | +25.2% | -17.2% | -11.2% |
| 1Y | +18.7% | +32.9% | -14.2% | -7.5% |
| 3Y | +999.1% | +140.6% | +858.5% | +519.2% |
| 5Y | +181.7% | +273.5% | -91.8% | +46.5% |
| All | +250.7% | +265.7% | -15.0% | +76.4% |
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