+9.0%
DUOL vs WCN
+35.8%
-26.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.7% |
| 7D | -7.8% | -0.4% | -7.4% | -7.5% |
| 30D | +11.8% | -2.1% | +14.0% | +13.1% |
| 3M | +24.1% | +6.4% | +17.7% | +19.4% |
| 6M | +43.6% | -3.7% | +47.3% | +45.9% |
| YTD | -16.6% | -6.4% | -10.2% | -14.3% |
| 1Y | -46.0% | -7.9% | -38.1% | -44.1% |
| 3Y | -6.5% | +20.8% | -27.3% | -22.2% |
| 5Y | -7.4% | +29.0% | -36.4% | -31.9% |
| All | +9.0% | +35.8% | -26.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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