+6.0%
WAT vs DUOL
+9.2%
-3.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -1.3% | +5.1% | -6.4% | -1.7% |
| 30D | +2.3% | +14.1% | -11.8% | +1.2% |
| 3M | +8.7% | +41.5% | -32.8% | +5.4% |
| 6M | +28.3% | +60.6% | -32.3% | +22.7% |
| YTD | +7.8% | -12.0% | +19.8% | +8.0% |
| 1Y | +36.6% | -43.4% | +80.0% | +41.0% |
| 3Y | +45.7% | +3.7% | +42.0% | +37.1% |
| 5Y | -3.3% | -5.3% | +2.0% | -12.4% |
| All | +6.0% | +9.2% | -3.2% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling