-53.6%
DUOL vs NWSA
+3.0%
-56.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -7.0% | -2.8% | -4.2% | -5.0% |
| 30D | +6.7% | +3.0% | +3.7% | +4.5% |
| 3M | +16.0% | +12.3% | +3.7% | +5.2% |
| 6M | +45.4% | +21.9% | +23.5% | +23.8% |
| YTD | -18.1% | +13.6% | -31.7% | -25.9% |
| 1Y | -53.6% | +0.5% | -54.0% | -55.7% |
| All | -53.6% | +3.0% | -56.5% | -55.7% |
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