-56.3%
DUOL vs WOLF
+44.0%
-100.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.0% |
| 7D | -7.0% | -8.6% | +1.6% | -6.9% |
| 30D | +6.7% | -18.3% | +25.0% | +6.8% |
| 3M | +16.0% | -43.1% | +59.1% | +17.4% |
| 6M | +45.4% | +42.4% | +3.0% | +28.3% |
| YTD | -18.1% | +48.9% | -67.0% | -28.7% |
| All | -56.3% | +44.0% | -100.3% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling