-10.1%
DUOL vs WSM
+226.4%
-236.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +5.9% | +4.7% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | +7.2% | -10.7% | +17.9% | +10.2% |
| 3M | +19.1% | +8.5% | +10.6% | +16.0% |
| 6M | +52.5% | +19.6% | +32.9% | +43.7% |
| YTD | -17.3% | +26.6% | -43.9% | -23.6% |
| 1Y | -49.2% | +12.0% | -61.2% | -51.3% |
| All | -10.1% | +226.4% | -236.5% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling