+31.2%
WEC vs DUOL
-11.2%
+42.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.9% |
| 7D | +0.4% | -11.8% | +12.2% | +0.3% |
| 30D | +0.9% | +1.5% | -0.6% | +0.9% |
| 3M | -5.3% | +18.1% | -23.5% | -5.2% |
| 6M | -6.6% | +38.7% | -45.2% | -6.4% |
| YTD | +3.3% | -20.7% | +23.9% | +3.4% |
| 1Y | +2.1% | -49.1% | +51.2% | +2.2% |
| 3Y | +39.6% | -11.0% | +50.6% | +39.8% |
| 5Y | +31.2% | -18.0% | +49.1% | +28.7% |
| All | +31.2% | -11.2% | +42.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling