+2,707.2%
DUK vs WM
+28,547.3%
-25,840.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | +10.6% | +13.1% | -2.4% | +8.5% |
| 3M | +4.0% | +3.6% | +0.4% | +3.4% |
| 6M | +3.6% | +8.1% | -4.5% | +2.3% |
| YTD | +11.9% | +8.9% | +3.0% | +10.3% |
| 1Y | +6.7% | +20.3% | -13.7% | +3.5% |
| 3Y | +59.4% | +46.2% | +13.3% | +50.1% |
| 5Y | +52.4% | +59.9% | -7.5% | +41.5% |
| 10Y | +148.2% | +345.6% | -197.4% | +103.7% |
| All | +2,707.2% | +28,547.3% | -25,840.0% | +1,853.3% |
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