-55.8%
DUOL vs WOLF
+39.8%
-95.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.7% | +12.0% | +4.3% |
| 7D | -8.6% | -6.2% | -2.4% | -8.6% |
| 30D | +7.2% | -16.5% | +23.7% | +7.2% |
| 3M | +19.1% | -42.0% | +61.1% | +20.2% |
| 6M | +52.5% | +51.8% | +0.7% | +33.6% |
| YTD | -17.3% | +44.6% | -61.9% | -27.9% |
| All | -55.8% | +39.8% | -95.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling