+1.9%
SW vs DUOL
+9.2%
-7.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | -5.1% | +5.1% | -10.2% | -5.5% |
| 30D | -4.6% | +14.1% | -18.7% | -5.8% |
| 3M | +9.4% | +41.5% | -32.1% | +5.8% |
| 6M | +3.5% | +60.6% | -57.1% | -1.4% |
| YTD | +22.0% | -12.0% | +34.0% | +22.5% |
| 1Y | +2.2% | -43.4% | +45.6% | +6.4% |
| 3Y | +19.6% | +3.7% | +15.9% | +17.0% |
| 5Y | -2.3% | -5.3% | +2.9% | -6.5% |
| All | +1.9% | +9.2% | -7.3% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling