+9.0%
DUOL vs BWA
+70.8%
-61.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.7% |
| 7D | -7.8% | +4.3% | -12.1% | -8.9% |
| 30D | +11.8% | -2.9% | +14.7% | +12.4% |
| 3M | +24.1% | -12.4% | +36.5% | +28.3% |
| 6M | +43.6% | +28.6% | +15.1% | +28.4% |
| YTD | -16.6% | +48.2% | -64.8% | -32.3% |
| 1Y | -46.0% | +50.9% | -97.0% | -56.8% |
| 3Y | -6.5% | +72.2% | -78.6% | -33.0% |
| 5Y | -7.4% | +91.1% | -98.5% | -42.2% |
| All | +9.0% | +70.8% | -61.8% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling