+2,541.1%
DUK vs WM
+26,336.4%
-23,795.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.7% | -2.4% | +0.7% | -1.3% |
| 3M | -0.4% | +0.4% | -0.9% | -0.5% |
| 6M | -7.2% | -9.5% | +2.2% | -5.8% |
| YTD | +5.3% | +0.5% | +4.8% | +5.1% |
| 1Y | +3.0% | -1.1% | +4.0% | +3.0% |
| 3Y | +53.1% | +46.0% | +7.0% | +44.2% |
| 5Y | +37.9% | +51.8% | -13.9% | +29.1% |
| 10Y | +124.8% | +307.5% | -182.7% | +87.1% |
| All | +2,541.1% | +26,336.4% | -23,795.2% | +1,761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling