+992.6%
WDC vs HOOD
+179.4%
+813.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +3.1% |
| 7D | +6.0% | +13.4% | -7.4% | +2.3% |
| 30D | +9.9% | +25.8% | -15.8% | +3.0% |
| 3M | -9.4% | +38.0% | -47.4% | -17.1% |
| 6M | +94.7% | +52.2% | +42.5% | +71.8% |
| YTD | +177.4% | +3.7% | +173.6% | +164.9% |
| 1Y | +412.6% | +0.1% | +412.5% | +389.6% |
| 3Y | +1,359.8% | +992.6% | +367.2% | +657.2% |
| 5Y | +992.6% | +193.0% | +799.6% | +552.7% |
| All | +992.6% | +179.4% | +813.2% | +552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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