+247.7%
WMB vs DUOL
+11.3%
+236.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +0.9% |
| 7D | +8.1% | +0.3% | +7.8% | +8.1% |
| 30D | -6.9% | +12.4% | -19.2% | -7.4% |
| 3M | -5.1% | +16.9% | -22.0% | -5.9% |
| 6M | -5.7% | +48.5% | -54.2% | -7.9% |
| YTD | +18.1% | -10.3% | +28.4% | +18.2% |
| 1Y | +18.4% | -15.6% | +34.0% | +18.9% |
| 3Y | +122.7% | -25.6% | +148.3% | +122.6% |
| 5Y | +202.0% | +1.5% | +200.5% | +182.7% |
| All | +247.7% | +11.3% | +236.3% | +219.9% |
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