+7.0%
DUOL vs WU
-55.7%
+62.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -7.0% | -3.5% | -3.5% | -6.1% |
| 30D | +6.7% | -2.9% | +9.7% | +7.6% |
| 3M | +16.0% | -2.3% | +18.3% | +15.9% |
| 6M | +45.4% | -25.4% | +70.8% | +56.2% |
| YTD | -18.1% | -21.2% | +3.1% | -13.5% |
| 1Y | -53.6% | -8.9% | -44.7% | -53.7% |
| 3Y | -11.0% | -29.0% | +18.0% | -4.3% |
| 5Y | -17.1% | -50.7% | +33.6% | -11.3% |
| All | +7.0% | -55.7% | +62.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling