+39.8%
WEC vs DUOL
-12.4%
+52.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.9% |
| 7D | +0.4% | -11.8% | +12.2% | +0.2% |
| 30D | +0.9% | +1.5% | -0.6% | +0.9% |
| 3M | -5.3% | +18.1% | -23.5% | -5.0% |
| 6M | -6.6% | +38.7% | -45.2% | -6.0% |
| YTD | +3.3% | -20.7% | +23.9% | +3.5% |
| 1Y | +2.1% | -49.1% | +51.2% | +2.1% |
| All | +39.8% | -12.4% | +52.2% | +42.6% |
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 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