+45.6%
DUK vs W
+34.3%
+11.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | -2.2% | -5.6% | +3.3% | -2.3% |
| 3M | -3.7% | +41.9% | -45.6% | -2.7% |
| 6M | -6.3% | +30.2% | -36.6% | -5.5% |
| YTD | +4.5% | -2.9% | +7.5% | +5.0% |
| 1Y | +1.8% | +11.6% | -9.8% | +2.7% |
| All | +45.6% | +34.3% | +11.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling