+127.0%
HOOD vs WU
-42.0%
+169.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.6% | +9.1% | -9.7% | -4.1% |
| 30D | -23.6% | +12.1% | -35.7% | -27.1% |
| 3M | -10.7% | +0.3% | -11.0% | -11.5% |
| 6M | +8.2% | -19.1% | +27.3% | +15.3% |
| YTD | -26.3% | -19.2% | -7.1% | -22.1% |
| 1Y | -36.1% | -15.3% | -20.8% | -34.2% |
| 3Y | +950.7% | -21.3% | +972.0% | +981.2% |
| 5Y | +127.0% | -41.7% | +168.7% | +175.6% |
| All | +127.0% | -42.0% | +169.0% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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