+53.9%
WM vs DUOL
-6.3%
+60.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -2.4% | +14.1% | -16.5% | -2.7% |
| 3M | +0.4% | +41.5% | -41.1% | -0.5% |
| 6M | -9.5% | +60.6% | -70.1% | -10.7% |
| YTD | +0.5% | -12.0% | +12.5% | +0.6% |
| 1Y | -1.1% | -43.4% | +42.3% | 0.0% |
| 3Y | +46.0% | +3.7% | +42.3% | +44.6% |
| All | +53.9% | -6.3% | +60.2% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling