-22.1%
WULF vs DUOL
-38.2%
+16.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +26.0% | -32.6% | -5.6% |
| 7D | -12.8% | +19.3% | -32.1% | -11.9% |
| 30D | -20.9% | +9.6% | -30.5% | -19.9% |
| 3M | -38.0% | +17.1% | -55.1% | -37.6% |
| 6M | -47.5% | +46.3% | -93.8% | -50.1% |
| YTD | +1.8% | -8.1% | +9.9% | +11.3% |
| 1Y | -22.1% | -38.5% | +16.4% | -4.5% |
| All | -22.1% | -38.2% | +16.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling