+46.2%
WM vs DUOL
-0.2%
+46.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.1% |
| 7D | +1.2% | +21.9% | -20.7% | +0.5% |
| 30D | +13.1% | +5.7% | +7.3% | +12.7% |
| 3M | +3.6% | +30.9% | -27.2% | +2.7% |
| 6M | +8.1% | +52.8% | -44.7% | +6.7% |
| YTD | +8.9% | -8.6% | +17.5% | +8.8% |
| 1Y | +20.3% | -17.2% | +37.5% | +20.4% |
| 3Y | +46.2% | +2.0% | +44.2% | +50.0% |
| All | +46.2% | -0.2% | +46.4% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling