+121.0%
WOOD vs VOO
+806.9%
-685.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.9% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | -0.9% | -2.3% | +1.4% | +1.0% |
| 3M | -9.1% | -1.2% | -8.0% | -8.4% |
| 6M | -2.3% | +3.3% | -5.6% | -5.8% |
| YTD | -7.6% | +12.3% | -19.9% | -17.9% |
| 1Y | -4.2% | +12.5% | -16.7% | -15.1% |
| 3Y | -5.9% | +79.2% | -85.1% | -48.3% |
| 5Y | -15.7% | +75.7% | -91.4% | -53.2% |
| 10Y | +56.9% | +313.7% | -256.8% | -65.0% |
| All | +121.0% | +806.9% | -685.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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