+10.5%
SHW vs DUOL
-15.6%
+26.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.2% | -1.3% |
| 7D | -4.5% | -8.6% | +4.1% | -3.9% |
| 30D | -12.7% | +7.2% | -19.9% | -13.2% |
| 3M | +4.7% | +19.1% | -14.4% | +3.1% |
| 6M | -3.4% | +52.5% | -55.9% | -6.8% |
| YTD | -1.3% | -17.3% | +16.0% | -0.6% |
| 1Y | -10.4% | -49.2% | +38.9% | -6.7% |
| 3Y | +20.1% | -7.3% | +27.3% | +15.6% |
| 5Y | +10.5% | -16.3% | +26.8% | -0.6% |
| All | +10.5% | -15.6% | +26.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling