-61.8%
DUOL vs WETO
-99.4%
+37.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.1% |
| 7D | -7.0% | -4.3% | -2.7% | -7.0% |
| 30D | +6.7% | -39.9% | +46.6% | +9.4% |
| 3M | +16.0% | -97.9% | +113.9% | +19.6% |
| 6M | +45.4% | -95.0% | +140.5% | +47.3% |
| YTD | -18.1% | -97.2% | +79.0% | -16.9% |
| 1Y | -53.6% | -98.9% | +45.4% | -52.9% |
| All | -61.8% | -99.4% | +37.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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