+40.9%
DUK vs NWSA
+40.0%
+0.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -2.8% | +2.1% | -0.4% |
| 30D | -2.4% | +3.0% | -5.5% | -2.7% |
| 3M | -3.0% | +12.3% | -15.3% | -4.1% |
| 6M | -6.6% | +21.9% | -28.4% | -8.4% |
| YTD | +4.6% | +13.6% | -9.0% | +3.1% |
| 1Y | +1.2% | +0.5% | +0.7% | +1.0% |
| 3Y | +45.7% | +43.8% | +1.9% | +38.3% |
| All | +40.9% | +40.0% | +0.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling