+38.7%
DUOL vs WSM
+26.0%
+12.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.9% |
| 7D | -11.8% | +2.6% | -14.4% | -11.5% |
| 30D | +1.5% | -9.3% | +10.8% | +0.9% |
| 3M | +18.1% | +7.1% | +11.1% | +19.9% |
| 6M | +38.7% | +21.7% | +16.9% | +48.4% |
| All | +38.7% | +26.0% | +12.7% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling