+123.0%
WFC vs DUOL
+2.7%
+120.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | +0.3% | -8.6% | +8.9% | +1.0% |
| 30D | +2.3% | +7.2% | -4.9% | +1.6% |
| 3M | +9.8% | +19.1% | -9.3% | +7.8% |
| 6M | +15.6% | +52.5% | -37.0% | +11.0% |
| YTD | -2.4% | -17.3% | +14.8% | -1.9% |
| 1Y | +13.8% | -49.2% | +63.1% | +18.1% |
| 3Y | +134.6% | -7.3% | +141.9% | +129.2% |
| 5Y | +127.9% | -16.3% | +144.2% | +109.5% |
| All | +123.0% | +2.7% | +120.3% | +114.9% |
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