-18.0%
DUOL vs BWA
+89.5%
-107.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | -11.8% | +0.1% | -11.9% | -11.8% |
| 30D | +1.5% | -5.6% | +7.0% | +2.8% |
| 3M | +18.1% | -10.7% | +28.8% | +21.3% |
| 6M | +38.7% | +23.2% | +15.5% | +26.0% |
| YTD | -20.7% | +46.0% | -66.7% | -35.2% |
| 1Y | -49.1% | +51.2% | -100.3% | -59.3% |
| 3Y | -11.0% | +69.6% | -80.6% | -35.9% |
| 5Y | -18.0% | +86.6% | -104.6% | -47.4% |
| All | -18.0% | +89.5% | -107.5% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling