+148.5%
DUK vs WM
+337.2%
-188.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -0.2% | -0.5% | +0.2% | +0.1% |
| 30D | +9.8% | +13.3% | -3.5% | +2.3% |
| 3M | +3.5% | +4.4% | -0.9% | +0.8% |
| 6M | +5.0% | +10.8% | -5.9% | -1.3% |
| YTD | +12.2% | +9.1% | +3.1% | +5.9% |
| 1Y | +7.2% | +19.1% | -11.9% | -3.9% |
| 3Y | +63.0% | +45.7% | +17.4% | +26.6% |
| 5Y | +52.3% | +60.4% | -8.1% | +9.5% |
| 10Y | +148.5% | +328.7% | -180.2% | +7.5% |
| All | +148.5% | +337.2% | -188.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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