+123.6%
HOOD vs WY
-25.1%
+148.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.3% |
| 30D | -23.0% | +10.1% | -33.1% | -28.1% |
| 3M | -21.6% | -15.4% | -6.3% | -13.9% |
| 6M | +1.4% | -8.3% | +9.8% | +3.8% |
| YTD | -31.2% | -9.8% | -21.3% | -29.9% |
| 1Y | -35.9% | -3.9% | -32.0% | -38.1% |
| 3Y | +836.9% | -23.3% | +860.3% | +946.8% |
| 5Y | +121.1% | -31.2% | +152.3% | +189.4% |
| All | +123.6% | -25.1% | +148.7% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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