+250.2%
WAB vs DUOL
+1.6%
+248.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +0.1% | -7.0% | +7.1% | +0.7% |
| 30D | -4.1% | +6.7% | -10.8% | -4.8% |
| 3M | +8.2% | +16.0% | -7.8% | +6.2% |
| 6M | +15.4% | +45.4% | -30.0% | +10.4% |
| YTD | +33.1% | -18.1% | +51.3% | +34.4% |
| 1Y | +48.1% | -53.6% | +101.6% | +57.7% |
| 3Y | +167.7% | -11.0% | +178.7% | +160.2% |
| 5Y | +225.7% | -17.1% | +242.8% | +191.8% |
| All | +250.2% | +1.6% | +248.6% | +215.0% |
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