+123.6%
HOOD vs WSM
+254.9%
-131.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -5.0% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -23.0% | +5.1% | -28.1% | -25.0% |
| 3M | -21.6% | +5.1% | -26.8% | -23.8% |
| 6M | +1.4% | +48.6% | -47.1% | -18.9% |
| YTD | -31.2% | +44.2% | -75.3% | -44.1% |
| 1Y | -35.9% | +38.1% | -74.0% | -47.0% |
| 3Y | +836.9% | +257.2% | +579.7% | +336.2% |
| 5Y | +121.1% | +165.1% | -44.0% | +4.8% |
| All | +123.6% | +254.9% | -131.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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