+518.8%
WDC vs DUOL
+16.9%
+501.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.0% | -10.0% | -5.4% |
| 7D | +12.1% | +3.0% | +9.0% | +11.7% |
| 30D | -18.8% | +18.3% | -37.1% | -20.3% |
| 3M | -39.3% | +14.7% | -54.0% | -40.6% |
| 6M | -40.1% | +57.5% | -97.6% | -44.1% |
| YTD | +71.8% | -5.8% | +77.6% | +70.2% |
| 1Y | +88.5% | -11.4% | +99.9% | +88.2% |
| 3Y | +770.0% | -22.5% | +792.5% | +744.5% |
| 5Y | +549.0% | +6.6% | +542.4% | +444.7% |
| All | +518.8% | +16.9% | +501.9% | +419.4% |
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