-18.3%
WDAY vs DUOL
-47.0%
+28.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -2.3% |
| 7D | -10.5% | -8.6% | -1.9% | -7.1% |
| 30D | +2.1% | +7.2% | -5.1% | -0.8% |
| 3M | +34.6% | +19.1% | +15.6% | +25.5% |
| 6M | +29.9% | +52.5% | -22.6% | +12.1% |
| YTD | -13.8% | -17.3% | +3.5% | -17.0% |
| 1Y | -18.3% | -49.2% | +31.0% | -14.8% |
| All | -18.3% | -47.0% | +28.8% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling