+133.6%
HOOD vs WPM
+213.2%
-79.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | -0.2% |
| 7D | -5.1% | +16.4% | -21.4% | -11.3% |
| 30D | -25.4% | -1.5% | -23.9% | -25.1% |
| 3M | -14.0% | +2.6% | -16.5% | -14.8% |
| 6M | +5.6% | -1.3% | +6.9% | +5.5% |
| YTD | -28.1% | +16.8% | -44.9% | -32.9% |
| 1Y | -40.1% | +34.1% | -74.3% | -47.0% |
| 3Y | +888.2% | +225.1% | +663.1% | +529.6% |
| 5Y | +135.8% | +234.5% | -98.7% | +46.5% |
| All | +133.6% | +213.2% | -79.6% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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