+64.7%
WEC vs DUOL
-20.2%
+84.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.9% |
| 7D | +2.3% | +3.0% | -0.7% | +2.3% |
| 30D | +11.1% | +18.3% | -7.2% | +11.1% |
| 3M | +8.4% | +14.7% | -6.3% | +8.5% |
| 6M | +7.5% | +57.5% | -50.0% | +8.0% |
| YTD | +15.3% | -5.8% | +21.1% | +15.8% |
| 1Y | +9.7% | -11.4% | +21.1% | +10.1% |
| 3Y | +64.7% | -22.5% | +87.2% | +68.0% |
| All | +64.7% | -20.2% | +84.8% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling