+142.3%
DUK vs SW
+182.7%
-40.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | +0.3% | +2.3% | -2.0% | +0.2% |
| 30D | +10.6% | +6.8% | +3.9% | +10.4% |
| 3M | +4.0% | -5.2% | +9.2% | +4.1% |
| 6M | +3.6% | +7.4% | -3.9% | +3.3% |
| YTD | +11.9% | +17.4% | -5.5% | +11.2% |
| 1Y | +6.7% | +27.1% | -20.4% | +5.8% |
| 3Y | +59.4% | +47.9% | +11.6% | +56.1% |
| 5Y | +52.4% | -2.6% | +54.9% | +50.1% |
| All | +142.3% | +182.7% | -40.4% | +120.7% |
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