+157.4%
DUK vs SW
+184.4%
-27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.9% | +2.2% | -0.2% | +1.9% |
| 30D | +10.5% | +7.4% | +3.1% | +10.3% |
| 3M | +7.3% | -5.9% | +13.3% | +7.5% |
| 6M | +5.7% | +9.0% | -3.3% | +5.3% |
| YTD | +12.9% | +18.1% | -5.2% | +12.2% |
| 1Y | +8.6% | +28.7% | -20.1% | +7.7% |
| 3Y | +63.5% | +48.8% | +14.8% | +60.1% |
| 5Y | +52.4% | +2.5% | +49.9% | +49.7% |
| 10Y | +157.4% | +184.4% | -27.0% | +137.1% |
| All | +157.4% | +184.4% | -27.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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