+9.0%
DUOL vs WU
-55.2%
+64.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -4.6% |
| 7D | -7.8% | -0.8% | -6.9% | -7.6% |
| 30D | +11.8% | -1.1% | +13.0% | +12.2% |
| 3M | +24.1% | -1.8% | +25.9% | +23.8% |
| 6M | +43.6% | -23.9% | +67.6% | +53.5% |
| YTD | -16.6% | -20.4% | +3.8% | -12.1% |
| 1Y | -46.0% | -10.6% | -35.5% | -45.8% |
| 3Y | -6.5% | -27.7% | +21.3% | +0.1% |
| 5Y | -7.4% | -51.1% | +43.7% | -1.8% |
| All | +9.0% | -55.2% | +64.3% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling