+263.4%
WPM vs DUOL
+3.5%
+259.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.3% |
| 7D | +7.0% | -7.8% | +14.8% | +7.4% |
| 30D | +15.7% | +11.8% | +3.9% | +15.0% |
| 3M | +35.2% | +24.1% | +11.1% | +33.3% |
| 6M | +6.1% | +43.6% | -37.5% | +3.4% |
| YTD | +32.6% | -16.6% | +49.2% | +33.6% |
| 1Y | +46.9% | -46.0% | +92.9% | +51.6% |
| 3Y | +276.3% | -6.5% | +282.8% | +263.0% |
| 5Y | +260.0% | -7.4% | +267.4% | +231.3% |
| All | +263.4% | +3.5% | +259.9% | +234.9% |
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 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