-53.0%
DUOL vs WOLF
+57.5%
-110.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.4% | -2.8% |
| 7D | +5.1% | +9.7% | -4.6% | +5.0% |
| 30D | +14.1% | +12.5% | +1.6% | +13.5% |
| 3M | +41.5% | -57.7% | +99.2% | +46.3% |
| 6M | +60.6% | +37.7% | +22.9% | +42.6% |
| YTD | -12.0% | +62.8% | -74.8% | -23.4% |
| All | -53.0% | +57.5% | -110.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling