+8.1%
DUOL vs BBWI
-68.4%
+76.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.7% | +4.6% |
| 7D | -8.6% | -8.0% | -0.6% | -6.5% |
| 30D | +7.2% | -6.6% | +13.8% | +8.7% |
| 3M | +19.1% | -2.7% | +21.8% | +18.6% |
| 6M | +52.5% | -12.8% | +65.3% | +54.5% |
| YTD | -17.3% | -10.5% | -6.8% | -17.4% |
| 1Y | -49.2% | -35.3% | -13.9% | -44.6% |
| 3Y | -7.3% | -47.7% | +40.5% | +1.2% |
| 5Y | -16.3% | -68.9% | +52.6% | +10.6% |
| All | +8.1% | -68.4% | +76.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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