+2,545.7%
DUK vs WY
+673.4%
+1,872.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | +0.2% | -9.9% | +10.1% | +2.5% |
| 3M | -1.9% | -7.5% | +5.6% | -0.4% |
| 6M | -6.5% | -5.1% | -1.4% | -5.7% |
| YTD | +5.4% | -2.1% | +7.5% | +5.4% |
| 1Y | +3.6% | -7.3% | +10.9% | +4.6% |
| 3Y | +48.1% | -22.6% | +70.8% | +53.9% |
| 5Y | +39.6% | -19.8% | +59.4% | +42.0% |
| 10Y | +131.8% | +9.6% | +122.3% | +108.9% |
| All | +2,545.7% | +673.4% | +1,872.4% | +1,468.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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