+61.9%
WM vs DUOL
+11.7%
+50.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.3% |
| 7D | +3.2% | +3.0% | +0.2% | +3.1% |
| 30D | +13.0% | +18.3% | -5.3% | +12.3% |
| 3M | +9.2% | +14.7% | -5.5% | +8.6% |
| 6M | +13.6% | +57.5% | -43.8% | +12.0% |
| YTD | +12.4% | -5.8% | +18.2% | +12.1% |
| 1Y | +21.2% | -11.4% | +32.6% | +21.0% |
| 3Y | +48.7% | -22.5% | +71.2% | +48.3% |
| All | +61.9% | +11.7% | +50.1% | +59.1% |
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