+17.9%
SHW vs DUOL
+1.6%
+16.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | -3.1% | -7.0% | +3.9% | -2.7% |
| 30D | -10.0% | +6.7% | -16.8% | -10.5% |
| 3M | +2.3% | +16.0% | -13.8% | +0.9% |
| 6M | +0.7% | +45.4% | -44.7% | -2.5% |
| YTD | +0.5% | -18.1% | +18.6% | +1.3% |
| 1Y | -11.5% | -53.6% | +42.1% | -7.2% |
| 3Y | +21.3% | -11.0% | +32.3% | +17.3% |
| 5Y | +12.5% | -17.1% | +29.7% | +2.9% |
| All | +17.9% | +1.6% | +16.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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