+4.8%
WAT vs DUOL
-1.5%
+6.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.8% |
| 7D | -1.8% | -11.8% | +10.0% | -0.9% |
| 30D | -1.7% | +1.5% | -3.2% | -1.9% |
| 3M | +9.1% | +18.1% | -9.1% | +7.2% |
| 6M | +32.4% | +38.7% | -6.2% | +28.1% |
| YTD | +6.6% | -20.7% | +27.2% | +7.6% |
| 1Y | +34.7% | -49.1% | +83.8% | +40.1% |
| 3Y | +53.6% | -11.0% | +64.6% | +46.4% |
| 5Y | -4.1% | -18.0% | +13.9% | -12.4% |
| All | +4.8% | -1.5% | +6.3% | -5.6% |
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