+161.6%
DUK vs W
+176.2%
-14.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | 0.0% | -4.2% | +4.1% | +0.1% |
| 30D | -1.7% | -7.6% | +5.9% | -1.5% |
| 3M | -0.4% | +37.2% | -37.6% | -1.5% |
| 6M | -7.2% | +26.3% | -33.6% | -8.1% |
| YTD | +5.3% | -1.0% | +6.2% | +4.8% |
| 1Y | +3.0% | +20.1% | -17.1% | +1.8% |
| 3Y | +53.1% | +37.8% | +15.3% | +48.6% |
| 5Y | +37.9% | -63.7% | +101.6% | +36.5% |
| 10Y | +124.8% | +156.3% | -31.5% | +90.7% |
| All | +161.6% | +176.2% | -14.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling