+7.0%
DUOL vs WTW
+61.5%
-54.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -7.0% | -5.7% | -1.3% | -3.9% |
| 30D | +6.7% | -7.3% | +14.0% | +11.1% |
| 3M | +16.0% | +21.5% | -5.4% | +4.6% |
| 6M | +45.4% | +9.6% | +35.8% | +36.8% |
| YTD | -18.1% | -3.3% | -14.8% | -18.2% |
| 1Y | -53.6% | -6.1% | -47.4% | -52.8% |
| 3Y | -11.0% | +61.8% | -72.8% | -37.4% |
| 5Y | -17.1% | +42.7% | -59.8% | -39.4% |
| All | +7.0% | +61.5% | -54.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling