+223.3%
HOOD vs WTW
+65.0%
+158.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -7.8% | -5.7% | -2.1% | -5.2% |
| 30D | +18.6% | -7.3% | +25.9% | +22.8% |
| 3M | +22.1% | +21.5% | +0.6% | +9.3% |
| 6M | +43.1% | +9.6% | +33.4% | +33.9% |
| YTD | -0.5% | -3.3% | +2.8% | -0.7% |
| 1Y | -4.4% | -6.1% | +1.7% | -3.4% |
| 3Y | +938.5% | +61.8% | +876.6% | +566.1% |
| 5Y | +173.4% | +42.7% | +130.8% | +86.7% |
| All | +223.3% | +65.0% | +158.3% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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