+411.7%
DUK vs WTW
+1,102.0%
-690.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | +0.8% |
| 30D | -2.4% | -7.3% | +4.8% | -0.7% |
| 3M | -3.0% | +21.5% | -24.5% | -7.9% |
| 6M | -6.6% | +9.6% | -16.2% | -9.4% |
| YTD | +4.6% | -3.3% | +7.8% | +4.2% |
| 1Y | +1.2% | -6.1% | +7.4% | +1.6% |
| 3Y | +45.7% | +61.8% | -16.2% | +25.8% |
| 5Y | +40.3% | +42.7% | -2.4% | +24.0% |
| 10Y | +129.9% | +197.2% | -67.3% | +67.5% |
| All | +411.7% | +1,102.0% | -690.4% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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