-11.0%
DUOL vs NWSA
+43.3%
-54.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -7.0% | -2.8% | -4.2% | -4.9% |
| 30D | +6.7% | +3.0% | +3.7% | +4.4% |
| 3M | +16.0% | +12.3% | +3.7% | +5.5% |
| 6M | +45.4% | +21.9% | +23.5% | +24.0% |
| YTD | -18.1% | +13.6% | -31.7% | -26.3% |
| 1Y | -53.6% | +0.5% | -54.0% | -54.1% |
| 3Y | -11.0% | +43.8% | -54.7% | -29.8% |
| All | -11.0% | +43.3% | -54.2% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling