+917.8%
HOOD vs WSM
+271.7%
+646.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -3.2% | -3.0% | -0.3% | -1.8% |
| 30D | -22.6% | +10.1% | -32.6% | -25.9% |
| 3M | -10.4% | +4.9% | -15.3% | -12.5% |
| 6M | +4.7% | +49.8% | -45.1% | -14.4% |
| YTD | -25.2% | +48.7% | -74.0% | -38.5% |
| 1Y | -35.9% | +38.7% | -74.6% | -45.7% |
| All | +917.8% | +271.7% | +646.1% | +668.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling