+33.3%
WEC vs DUOL
+2.7%
+30.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.0% | -0.7% |
| 7D | -1.3% | -8.6% | +7.3% | -1.3% |
| 30D | -0.4% | +7.2% | -7.6% | -0.3% |
| 3M | -6.8% | +19.1% | -25.9% | -6.7% |
| 6M | -6.4% | +52.5% | -58.9% | -6.2% |
| YTD | +2.5% | -17.3% | +19.8% | +2.7% |
| 1Y | -0.4% | -49.2% | +48.8% | -0.2% |
| 3Y | +38.5% | -7.3% | +45.8% | +38.8% |
| 5Y | +31.7% | -16.3% | +48.0% | +30.8% |
| All | +33.3% | +2.7% | +30.6% | +30.6% |
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 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