+119.3%
WFC vs DUOL
+3.5%
+115.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -1.8% |
| 7D | +1.1% | -7.8% | +8.9% | +1.7% |
| 30D | +0.8% | +11.8% | -11.0% | -0.2% |
| 3M | +9.3% | +24.1% | -14.8% | +7.0% |
| 6M | +10.6% | +43.6% | -33.0% | +6.8% |
| YTD | -4.1% | -16.6% | +12.5% | -3.6% |
| 1Y | +13.6% | -46.0% | +59.6% | +17.3% |
| 3Y | +130.7% | -6.5% | +137.2% | +125.3% |
| 5Y | +126.7% | -7.4% | +134.1% | +110.2% |
| All | +119.3% | +3.5% | +115.7% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling