+61.7%
WM vs DUOL
+3.5%
+58.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.7% | -0.4% |
| 7D | -0.9% | -7.8% | +6.9% | -0.7% |
| 30D | -4.3% | +11.8% | -16.2% | -4.6% |
| 3M | +0.8% | +24.1% | -23.3% | +0.1% |
| 6M | -10.8% | +43.6% | -54.4% | -11.7% |
| YTD | -0.1% | -16.6% | +16.5% | +0.2% |
| 1Y | +1.0% | -46.0% | +47.1% | +2.2% |
| 3Y | +45.1% | -6.5% | +51.6% | +44.1% |
| 5Y | +52.1% | -7.4% | +59.5% | +49.0% |
| All | +61.7% | +3.5% | +58.1% | +58.3% |
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 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