+396.0%
DUK vs SW
+755.0%
-359.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | 0.0% | -5.1% | +5.1% | 0.0% |
| 30D | -1.7% | -4.6% | +2.9% | -1.7% |
| 3M | -0.4% | +9.4% | -9.8% | -0.5% |
| 6M | -7.2% | +3.5% | -10.8% | -7.3% |
| YTD | +5.3% | +22.0% | -16.8% | +5.1% |
| 1Y | +3.0% | +2.2% | +0.7% | +2.9% |
| 3Y | +53.1% | +19.6% | +33.5% | +52.6% |
| 5Y | +37.9% | -2.3% | +40.3% | +37.4% |
| 10Y | +124.8% | +181.4% | -56.5% | +123.6% |
| All | +396.0% | +755.0% | -359.0% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling