+3.4%
DUOL vs WST
+1.4%
+2.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +22.4% | +1.4% | +21.0% | +22.1% |
| 30D | +4.5% | +12.7% | -8.2% | +2.1% |
| 3M | +14.2% | +17.2% | -3.0% | +10.6% |
| 6M | +45.1% | +26.7% | +18.4% | +38.2% |
| YTD | -10.7% | +50.3% | -61.0% | -18.4% |
| 1Y | -18.7% | +50.2% | -69.0% | -25.8% |
| 3Y | -25.9% | +21.7% | -47.7% | -33.6% |
| All | +3.4% | +1.4% | +2.0% | +0.8% |
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 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