+7.0%
DUOL vs NWSA
+24.1%
-17.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -7.0% | -2.8% | -4.2% | -5.1% |
| 30D | +6.7% | +3.0% | +3.7% | +4.6% |
| 3M | +16.0% | +12.3% | +3.7% | +6.4% |
| 6M | +45.4% | +21.9% | +23.5% | +25.8% |
| YTD | -18.1% | +13.6% | -31.7% | -25.7% |
| 1Y | -53.6% | +0.5% | -54.0% | -54.0% |
| 3Y | -11.0% | +43.8% | -54.7% | -31.3% |
| 5Y | -17.1% | +41.2% | -58.3% | -38.2% |
| All | +7.0% | +24.1% | -17.1% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling