+131.8%
DUK vs WM
+303.2%
-171.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.1% | -1.2% | +1.1% | +0.6% |
| 30D | +0.2% | -4.5% | +4.7% | +2.8% |
| 3M | -1.9% | -2.2% | +0.3% | -0.8% |
| 6M | -6.5% | -11.5% | +5.0% | -0.3% |
| YTD | +5.4% | -0.7% | +6.1% | +5.1% |
| 1Y | +3.6% | +0.3% | +3.2% | +2.4% |
| 3Y | +48.1% | +44.2% | +3.9% | +15.0% |
| 5Y | +39.6% | +51.6% | -12.0% | +3.2% |
| 10Y | +131.8% | +310.4% | -178.6% | +4.0% |
| All | +131.8% | +303.2% | -171.4% | +4.0% |
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