+218.7%
WELL vs DUOL
+16.9%
+201.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.4% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +5.7% | +18.3% | -12.7% | +4.7% |
| 3M | +4.6% | +14.7% | -10.1% | +3.7% |
| 6M | +11.9% | +57.5% | -45.6% | +9.2% |
| YTD | +33.6% | -5.8% | +39.4% | +33.2% |
| 1Y | +29.8% | -11.4% | +41.1% | +29.7% |
| 3Y | +202.2% | -22.5% | +224.7% | +197.4% |
| 5Y | +223.2% | +6.6% | +216.6% | +196.9% |
| All | +218.7% | +16.9% | +201.8% | +189.5% |
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