-19.6%
DUOL vs WST
+49.2%
-68.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +22.4% | +1.4% | +21.0% | +22.3% |
| 30D | +4.5% | +12.7% | -8.2% | +3.9% |
| 3M | +14.2% | +17.2% | -3.0% | +13.2% |
| 6M | +45.1% | +26.7% | +18.4% | +43.1% |
| YTD | -10.7% | +50.3% | -61.0% | -14.4% |
| All | -19.6% | +49.2% | -68.8% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling