-6.5%
DUOL vs WST
-15.5%
+9.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.6% | -5.2% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | +11.8% | -4.6% | +16.4% | +12.1% |
| 3M | +24.1% | +5.7% | +18.4% | +23.6% |
| 6M | +43.6% | +37.6% | +6.1% | +40.5% |
| YTD | -16.6% | +23.0% | -39.6% | -17.9% |
| 1Y | -46.0% | +33.8% | -79.9% | -47.1% |
| 3Y | -6.5% | -13.4% | +6.9% | +2.1% |
| All | -6.5% | -15.5% | +9.1% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling