+268.4%
WAB vs DUOL
+16.9%
+251.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.9% | -1.2% |
| 7D | +5.1% | +3.0% | +2.0% | +4.8% |
| 30D | +4.0% | +18.3% | -14.3% | +2.4% |
| 3M | +0.1% | +14.7% | -14.6% | -1.5% |
| 6M | +12.8% | +57.5% | -44.7% | +7.2% |
| YTD | +40.1% | -5.8% | +45.9% | +39.3% |
| 1Y | +46.4% | -11.4% | +57.8% | +46.4% |
| 3Y | +167.4% | -22.5% | +189.9% | +163.8% |
| 5Y | +215.0% | +6.6% | +208.4% | +177.1% |
| All | +268.4% | +16.9% | +251.5% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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