+126.0%
DUK vs WSM
+1,071.8%
-945.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -2.4% | -7.7% | +5.3% | -1.9% |
| 3M | -3.0% | +3.8% | -6.8% | -3.3% |
| 6M | -6.6% | +22.7% | -29.2% | -8.1% |
| YTD | +4.6% | +28.0% | -23.5% | +2.3% |
| 1Y | +1.2% | +12.7% | -11.5% | -0.1% |
| 3Y | +45.7% | +231.3% | -185.6% | +26.2% |
| 5Y | +40.3% | +177.2% | -136.9% | +21.5% |
| All | +126.0% | +1,071.8% | -945.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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