+181.1%
DUK vs W
+210.9%
-29.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +8.0% | +6.8% | +1.1% | +7.7% |
| 3M | +4.7% | +10.7% | -6.0% | +4.3% |
| 6M | +6.1% | +86.3% | -80.3% | +4.1% |
| YTD | +13.1% | +11.5% | +1.6% | +12.2% |
| 1Y | +8.2% | +5.1% | +3.1% | +7.5% |
| 3Y | +66.2% | +171.0% | -104.8% | +57.6% |
| 5Y | +55.3% | -56.6% | +111.9% | +52.9% |
| 10Y | +157.6% | +213.4% | -55.8% | +117.4% |
| All | +181.1% | +210.9% | -29.8% | +139.8% |
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