+67.6%
DUK vs WM
+48.6%
+19.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.9% | +3.2% | -1.3% | +0.7% |
| 30D | +8.9% | +13.0% | -4.1% | +4.0% |
| 3M | +5.6% | +9.2% | -3.7% | +2.0% |
| 6M | +7.0% | +13.6% | -6.7% | +2.0% |
| YTD | +14.0% | +12.4% | +1.6% | +8.9% |
| 1Y | +9.1% | +21.2% | -12.1% | +1.4% |
| 3Y | +67.6% | +48.7% | +18.9% | +48.2% |
| All | +67.6% | +48.6% | +19.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling