+237.0%
HOOD vs WWD
+184.8%
+52.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.8% |
| 7D | +13.4% | +0.8% | +12.6% | +13.0% |
| 30D | +25.8% | -6.4% | +32.2% | +30.2% |
| 3M | +38.0% | -5.6% | +43.6% | +41.4% |
| 6M | +52.2% | -9.1% | +61.3% | +58.5% |
| YTD | +3.7% | +12.5% | -8.8% | -4.4% |
| 1Y | +0.1% | +41.3% | -41.3% | -19.7% |
| 3Y | +992.6% | +170.2% | +822.3% | +545.8% |
| 5Y | +193.0% | +192.5% | +0.5% | +23.5% |
| All | +237.0% | +184.8% | +52.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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