+147.5%
HOOD vs WSM
+184.0%
-36.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -3.2% | -3.0% | -0.3% | -1.5% |
| 30D | -22.6% | +10.1% | -32.6% | -26.6% |
| 3M | -10.4% | +4.9% | -15.3% | -12.9% |
| 6M | +4.7% | +49.8% | -45.1% | -17.5% |
| YTD | -25.2% | +48.7% | -74.0% | -40.8% |
| 1Y | -35.9% | +38.7% | -74.6% | -47.4% |
| 3Y | +927.7% | +269.5% | +658.2% | +343.5% |
| 5Y | +147.5% | +179.0% | -31.5% | +19.2% |
| All | +147.5% | +184.0% | -36.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling