+250.7%
HOOD vs WST
-10.6%
+261.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | +31.6% | -3.1% | +34.7% | +32.7% |
| 3M | +38.2% | +7.2% | +31.0% | +35.5% |
| 6M | +48.5% | +36.8% | +11.7% | +35.4% |
| YTD | +8.0% | +23.8% | -15.9% | +0.9% |
| 1Y | +18.7% | +37.8% | -19.1% | +7.3% |
| 3Y | +999.1% | -15.9% | +1,015.0% | +992.6% |
| 5Y | +181.7% | -25.8% | +207.5% | +226.0% |
| All | +250.7% | -10.6% | +261.3% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling