-20.5%
WDAY vs DUOL
+3.5%
-24.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.4% | -3.6% |
| 7D | -6.1% | -7.8% | +1.7% | -4.3% |
| 30D | +3.7% | +11.8% | -8.1% | +1.2% |
| 3M | +29.6% | +24.1% | +5.5% | +23.6% |
| 6M | +23.3% | +43.6% | -20.3% | +14.1% |
| YTD | -13.3% | -16.6% | +3.3% | -11.3% |
| 1Y | -19.6% | -46.0% | +26.4% | -11.9% |
| 3Y | -25.7% | -6.5% | -19.2% | -32.0% |
| 5Y | -31.6% | -7.4% | -24.2% | -45.0% |
| All | -20.5% | +3.5% | -24.1% | -36.0% |
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