-30.6%
WDAY vs DUOL
-17.6%
-13.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -5.2% | -7.0% | +1.8% | -3.5% |
| 30D | +5.9% | +6.7% | -0.8% | +4.4% |
| 3M | +42.3% | +16.0% | +26.3% | +37.6% |
| 6M | +34.7% | +45.4% | -10.7% | +24.1% |
| YTD | -13.5% | -18.1% | +4.6% | -11.1% |
| 1Y | -18.1% | -53.6% | +35.5% | -7.1% |
| 3Y | -26.4% | -11.0% | -15.4% | -32.3% |
| All | -30.6% | -17.6% | -13.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling