-1.6%
SW vs DUOL
-2.0%
+0.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | +4.7% | +15.1% | -10.5% | +3.1% |
| 30D | +5.0% | +6.0% | -1.0% | +4.1% |
| 3M | -7.3% | +16.0% | -23.4% | -9.0% |
| 6M | +15.0% | +50.9% | -36.0% | +9.9% |
| YTD | +18.5% | -10.5% | +29.0% | +18.4% |
| 1Y | +27.1% | -39.6% | +66.7% | +31.3% |
| 3Y | +49.3% | -1.4% | +50.8% | +46.3% |
| 5Y | -1.6% | +2.1% | -3.8% | -8.1% |
| All | -1.6% | -2.0% | +0.4% | -8.1% |
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 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