-10.2%
WULF vs DUOL
-1.5%
-8.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.9% |
| 7D | +15.6% | -11.8% | +27.4% | +19.1% |
| 30D | +5.7% | +1.5% | +4.2% | +4.2% |
| 3M | -32.3% | +18.1% | -50.4% | -37.1% |
| 6M | +23.7% | +38.7% | -15.0% | +8.3% |
| YTD | +49.1% | -20.7% | +69.7% | +52.1% |
| 1Y | +66.3% | -49.1% | +115.4% | +89.5% |
| 3Y | +851.7% | -11.0% | +862.7% | +788.1% |
| 5Y | -30.9% | -18.0% | -13.0% | -45.0% |
| All | -10.2% | -1.5% | -8.6% | -27.2% |
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