+7.0%
DUOL vs WSM
+221.8%
-214.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | +6.7% | -7.7% | +14.4% | +9.4% |
| 3M | +16.0% | +3.8% | +12.2% | +14.0% |
| 6M | +45.4% | +22.7% | +22.7% | +33.6% |
| YTD | -18.1% | +28.0% | -46.1% | -26.3% |
| 1Y | -53.6% | +12.7% | -66.3% | -56.2% |
| 3Y | -11.0% | +231.3% | -242.2% | -48.5% |
| 5Y | -17.1% | +177.2% | -194.3% | -53.0% |
| All | +7.0% | +221.8% | -214.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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