+82.0%
WM vs DUOL
+11.3%
+70.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.7% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +15.2% | +12.4% | +2.9% | +14.7% |
| 3M | +8.3% | +16.9% | -8.6% | +7.7% |
| 6M | +13.1% | +48.5% | -35.4% | +11.7% |
| YTD | +12.5% | -10.3% | +22.8% | +12.4% |
| 1Y | +21.8% | -15.6% | +37.4% | +21.8% |
| 3Y | +48.8% | -25.6% | +74.4% | +48.6% |
| 5Y | +62.1% | +1.5% | +60.5% | +57.5% |
| All | +82.0% | +11.3% | +70.7% | +77.5% |
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