-5.0%
WBD vs DUOL
-1.5%
-3.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | 0.0% |
| 7D | -1.7% | -11.8% | +10.1% | +0.1% |
| 30D | +3.9% | +1.5% | +2.4% | +3.4% |
| 3M | +5.1% | +18.1% | -13.1% | +1.5% |
| 6M | +0.6% | +38.7% | -38.1% | -5.9% |
| YTD | -3.2% | -20.7% | +17.5% | -1.4% |
| 1Y | +127.7% | -49.1% | +176.7% | +146.4% |
| 3Y | +146.6% | -11.0% | +157.6% | +133.9% |
| 5Y | +4.2% | -18.0% | +22.2% | -12.7% |
| All | -5.0% | -1.5% | -3.5% | -21.8% |
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