+3.7%
DUOL vs WSM
+223.6%
-219.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -11.8% | +2.6% | -14.4% | -12.6% |
| 30D | +1.5% | -9.3% | +10.8% | +4.7% |
| 3M | +18.1% | +7.1% | +11.1% | +14.8% |
| 6M | +38.7% | +21.7% | +16.9% | +27.8% |
| YTD | -20.7% | +28.7% | -49.4% | -28.6% |
| 1Y | -49.1% | +13.9% | -62.9% | -52.2% |
| 3Y | -11.0% | +232.2% | -243.2% | -48.5% |
| 5Y | -18.0% | +176.4% | -194.4% | -53.7% |
| All | +3.7% | +223.6% | -219.9% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling