-38.5%
DUOL vs NWSA
+18.2%
-56.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.7% | +22.3% | +22.8% |
| 7D | +19.3% | +4.3% | +15.0% | +15.9% |
| 30D | +9.6% | +5.6% | +4.1% | +5.5% |
| 3M | +17.1% | +7.3% | +9.8% | +10.2% |
| 6M | +46.3% | +18.8% | +27.5% | +25.5% |
| YTD | -8.1% | +17.9% | -26.0% | -19.1% |
| 1Y | -38.5% | +19.3% | -57.8% | -46.7% |
| All | -38.5% | +18.2% | -56.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling