+162.6%
DUK vs W
+212.4%
-49.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +8.9% | +6.8% | +2.1% | +8.6% |
| 3M | +5.6% | +10.7% | -5.1% | +5.2% |
| 6M | +7.0% | +86.3% | -79.4% | +4.8% |
| YTD | +14.0% | +11.5% | +2.6% | +13.1% |
| 1Y | +9.1% | +5.1% | +4.0% | +8.3% |
| 3Y | +67.6% | +171.0% | -103.4% | +58.1% |
| 5Y | +56.6% | -56.6% | +113.2% | +54.8% |
| All | +162.6% | +212.4% | -49.8% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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