-21.0%
WDAY vs DUOL
+2.7%
-23.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.5% |
| 7D | -10.5% | -8.6% | -1.9% | -8.7% |
| 30D | +2.1% | +7.2% | -5.1% | +0.6% |
| 3M | +34.6% | +19.1% | +15.6% | +29.6% |
| 6M | +29.9% | +52.5% | -22.6% | +18.8% |
| YTD | -13.8% | -17.3% | +3.5% | -11.7% |
| 1Y | -18.3% | -49.2% | +31.0% | -9.4% |
| 3Y | -26.2% | -7.3% | -18.9% | -32.3% |
| 5Y | -30.8% | -16.3% | -14.5% | -44.4% |
| All | -21.0% | +2.7% | -23.7% | -36.3% |
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 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