-1.9%
SW vs DUOL
+13.5%
-15.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | +2.3% | +21.9% | -19.6% | +0.4% |
| 30D | +6.8% | +5.7% | +1.0% | +6.0% |
| 3M | -5.2% | +30.9% | -36.1% | -7.8% |
| 6M | +7.4% | +52.8% | -45.3% | +2.6% |
| YTD | +17.4% | -8.6% | +26.0% | +17.0% |
| 1Y | +27.1% | -17.2% | +44.3% | +27.7% |
| 3Y | +47.9% | +2.0% | +45.9% | +44.3% |
| 5Y | -2.6% | +4.4% | -6.9% | -8.0% |
| All | -1.9% | +13.5% | -15.4% | -6.4% |
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