+4.0%
WAT vs DUOL
+2.7%
+1.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.0% | -1.1% |
| 7D | -2.9% | -8.6% | +5.7% | -2.3% |
| 30D | -3.2% | +7.2% | -10.4% | -3.9% |
| 3M | +10.6% | +19.1% | -8.5% | +8.7% |
| 6M | +34.0% | +52.5% | -18.5% | +28.7% |
| YTD | +5.7% | -17.3% | +23.0% | +6.5% |
| 1Y | +37.1% | -49.2% | +86.3% | +42.7% |
| 3Y | +52.4% | -7.3% | +59.6% | +44.8% |
| 5Y | -4.4% | -16.3% | +11.9% | -12.9% |
| All | +4.0% | +2.7% | +1.3% | -6.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling