+7.0%
DUOL vs WCC
+259.7%
-252.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -2.1% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | +6.7% | -2.3% | +9.0% | +6.7% |
| 3M | +16.0% | +3.7% | +12.3% | +12.4% |
| 6M | +45.4% | +34.8% | +10.6% | +25.3% |
| YTD | -18.1% | +46.1% | -64.3% | -32.4% |
| 1Y | -53.6% | +62.7% | -116.3% | -63.6% |
| 3Y | -11.0% | +133.6% | -144.6% | -43.2% |
| 5Y | -17.1% | +226.1% | -243.2% | -51.9% |
| All | +7.0% | +259.7% | -252.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling