-7.4%
DUOL vs WST
-25.8%
+18.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.6% | -5.1% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | +11.8% | -4.6% | +16.4% | +12.8% |
| 3M | +24.1% | +5.7% | +18.4% | +22.4% |
| 6M | +43.6% | +37.6% | +6.1% | +33.2% |
| YTD | -16.6% | +23.0% | -39.6% | -21.0% |
| 1Y | -46.0% | +33.8% | -79.9% | -49.9% |
| 3Y | -6.5% | -13.4% | +6.9% | -6.8% |
| 5Y | -7.4% | -27.0% | +19.5% | +17.9% |
| All | -7.4% | -25.8% | +18.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling