+7.0%
DUOL vs WCC
+260.3%
-253.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -2.1% |
| 7D | -7.0% | +1.5% | -8.5% | -7.5% |
| 30D | +6.7% | -2.1% | +8.9% | +6.6% |
| 3M | +16.0% | +3.8% | +12.2% | +12.3% |
| 6M | +45.4% | +35.0% | +10.4% | +25.2% |
| YTD | -18.1% | +46.4% | -64.5% | -32.4% |
| 1Y | -53.6% | +63.0% | -116.5% | -63.6% |
| 3Y | -11.0% | +133.9% | -144.9% | -43.3% |
| 5Y | -17.1% | +226.5% | -243.7% | -51.9% |
| All | +7.0% | +260.3% | -253.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WCC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling