+133.6%
HOOD vs WST
+8.4%
+125.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.1% | +1.4% | -6.4% | -5.3% |
| 30D | -25.4% | +12.7% | -38.1% | -27.7% |
| 3M | -14.0% | +17.2% | -31.1% | -17.6% |
| 6M | +5.6% | +26.7% | -21.1% | -1.1% |
| YTD | -28.1% | +50.3% | -78.4% | -36.2% |
| 1Y | -40.1% | +50.2% | -90.4% | -47.0% |
| 3Y | +888.2% | +21.7% | +866.5% | +742.3% |
| 5Y | +135.8% | +2.0% | +133.8% | +122.0% |
| All | +133.6% | +8.4% | +125.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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