+3.7%
DUOL vs WST
-9.7%
+13.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -11.8% | -1.7% | -10.1% | -11.5% |
| 30D | +1.5% | -4.3% | +5.8% | +2.4% |
| 3M | +18.1% | +0.7% | +17.4% | +17.7% |
| 6M | +38.7% | +36.0% | +2.6% | +28.8% |
| YTD | -20.7% | +22.7% | -43.4% | -24.8% |
| 1Y | -49.1% | +34.1% | -83.2% | -52.8% |
| 3Y | -11.0% | -13.6% | +2.5% | -11.3% |
| 5Y | -18.0% | -26.0% | +8.0% | -7.2% |
| All | +3.7% | -9.7% | +13.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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