-43.4%
DUOL vs WYNN
-26.4%
-17.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +5.1% | -3.9% | +9.0% | +5.9% |
| 30D | +14.1% | -9.3% | +23.4% | +16.3% |
| 3M | +41.5% | -11.4% | +52.9% | +44.9% |
| 6M | +60.6% | -11.0% | +71.6% | +64.0% |
| YTD | -12.0% | -23.4% | +11.4% | -7.7% |
| 1Y | -43.4% | -24.8% | -18.5% | -40.9% |
| All | -43.4% | -26.4% | -17.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling