+40.2%
DUK vs WAB
+220.1%
-179.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.2% | -5.9% | +3.6% | -1.6% |
| 3M | -3.7% | +9.4% | -13.1% | -4.8% |
| 6M | -6.3% | +13.8% | -20.2% | -8.0% |
| YTD | +4.5% | +31.8% | -27.3% | +0.8% |
| 1Y | +1.8% | +48.5% | -46.7% | -3.4% |
| 3Y | +46.8% | +167.0% | -120.1% | +21.9% |
| 5Y | +40.2% | +222.3% | -182.1% | +11.2% |
| All | +40.2% | +220.1% | -179.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling