-38.5%
DUOL vs WYNN
-32.5%
-6.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +6.1% | +19.9% | +23.4% |
| 7D | +19.3% | +15.4% | +3.9% | +14.1% |
| 30D | +9.6% | +6.8% | +2.9% | +7.1% |
| 3M | +17.1% | -15.4% | +32.5% | +21.7% |
| 6M | +46.3% | -20.0% | +66.3% | +55.3% |
| YTD | -8.1% | -31.0% | +22.9% | +2.8% |
| 1Y | -38.5% | -31.5% | -7.0% | -33.3% |
| All | -38.5% | -32.5% | -6.0% | -33.3% |
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