+175.3%
HOOD vs WTW
+42.3%
+133.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -9.1% | -7.8% | -1.3% | -5.4% |
| 30D | +20.1% | -7.9% | +28.0% | +24.9% |
| 3M | +31.2% | +19.9% | +11.3% | +17.6% |
| 6M | +44.3% | +9.8% | +34.5% | +34.4% |
| YTD | +0.2% | -3.3% | +3.5% | 0.0% |
| 1Y | -3.5% | -3.3% | -0.2% | -4.7% |
| 3Y | +955.2% | +61.5% | +893.7% | +550.7% |
| 5Y | +175.3% | +42.6% | +132.7% | +81.6% |
| All | +175.3% | +42.3% | +133.0% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling