-16.3%
DUOL vs NWSA
+39.0%
-55.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.0% | +4.8% |
| 7D | -8.6% | -4.8% | -3.8% | -5.4% |
| 30D | +7.2% | +3.0% | +4.2% | +5.0% |
| 3M | +19.1% | +9.3% | +9.8% | +11.2% |
| 6M | +52.5% | +23.2% | +29.3% | +30.8% |
| YTD | -17.3% | +13.3% | -30.6% | -24.9% |
| 1Y | -49.2% | +2.9% | -52.1% | -50.5% |
| 3Y | -7.3% | +43.3% | -50.6% | -28.6% |
| 5Y | -16.3% | +40.9% | -57.2% | -42.1% |
| All | -16.3% | +39.0% | -55.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling