+126.0%
DUK vs W
+158.6%
-32.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -2.4% | -4.2% | +1.8% | -2.3% |
| 3M | -3.0% | +26.9% | -29.9% | -3.8% |
| 6M | -6.6% | +31.2% | -37.8% | -7.6% |
| YTD | +4.6% | -1.8% | +6.4% | +4.1% |
| 1Y | +1.2% | +9.3% | -8.1% | +0.3% |
| 3Y | +45.7% | +33.2% | +12.5% | +41.3% |
| 5Y | +40.3% | -62.4% | +102.7% | +39.2% |
| All | +126.0% | +158.6% | -32.5% | +95.7% |
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