+19.7%
WAT vs DUOL
+11.3%
+8.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.6% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +7.7% | +12.4% | -4.7% | +6.5% |
| 3M | +11.1% | +16.9% | -5.9% | +9.2% |
| 6M | +31.2% | +48.5% | -17.3% | +26.2% |
| YTD | +21.7% | -10.3% | +32.0% | +21.3% |
| 1Y | +19.3% | -15.6% | +34.9% | +19.4% |
| 3Y | +80.6% | -25.6% | +106.2% | +75.9% |
| 5Y | +29.5% | +1.5% | +28.0% | +15.0% |
| All | +19.7% | +11.3% | +8.3% | +6.4% |
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