+863.8%
WDC vs HOOD
+221.3%
+642.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +6.3% |
| 7D | +1.7% | +17.1% | -15.4% | -1.8% |
| 30D | -10.0% | +31.6% | -41.5% | -15.4% |
| 3M | -18.8% | +38.2% | -57.0% | -24.4% |
| 6M | +79.0% | +48.5% | +30.5% | +62.3% |
| YTD | +171.6% | +8.0% | +163.6% | +159.4% |
| 1Y | +417.4% | +18.7% | +398.7% | +381.8% |
| 3Y | +1,251.8% | +999.1% | +252.7% | +721.6% |
| 5Y | +911.7% | +181.7% | +730.0% | +514.6% |
| All | +863.8% | +221.3% | +642.5% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling