+126.0%
DUK vs WWD
+498.2%
-372.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -2.4% | -6.9% | +4.5% | -1.4% |
| 3M | -3.0% | -13.0% | +10.1% | -1.1% |
| 6M | -6.6% | -12.5% | +5.9% | -5.2% |
| YTD | +4.6% | +11.8% | -7.3% | +1.3% |
| 1Y | +1.2% | +41.1% | -39.8% | -6.4% |
| 3Y | +45.7% | +163.1% | -117.4% | +16.4% |
| 5Y | +40.3% | +187.6% | -147.3% | +7.7% |
| All | +126.0% | +498.2% | -372.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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