-57.6%
DUOL vs WOLF
+51.6%
-109.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.7% | -4.8% |
| 7D | -11.8% | +2.4% | -14.2% | -11.8% |
| 30D | +1.5% | -6.9% | +8.4% | +1.4% |
| 3M | +18.1% | -44.1% | +62.2% | +19.9% |
| 6M | +38.7% | +53.6% | -14.9% | +22.0% |
| YTD | -20.7% | +56.7% | -77.4% | -30.9% |
| All | -57.6% | +51.6% | -109.2% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling