+7.0%
DUOL vs BWA
+71.8%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -7.0% | -1.3% | -5.7% | -6.6% |
| 30D | +6.7% | -2.9% | +9.7% | +7.3% |
| 3M | +16.0% | -10.7% | +26.7% | +19.3% |
| 6M | +45.4% | +26.5% | +19.0% | +30.9% |
| YTD | -18.1% | +49.1% | -67.2% | -33.6% |
| 1Y | -53.6% | +52.1% | -105.6% | -62.9% |
| 3Y | -11.0% | +72.6% | -83.5% | -36.2% |
| 5Y | -17.1% | +89.4% | -106.5% | -47.8% |
| All | +7.0% | +71.8% | -64.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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