-16.2%
DPZ vs BBWI
-1.7%
-14.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +3.7% | -6.2% | +9.8% | +4.3% |
| 30D | +8.0% | +25.5% | -17.5% | +5.9% |
| 3M | -4.2% | +8.0% | -12.2% | -4.9% |
| 6M | +4.6% | +12.7% | -8.1% | +3.2% |
| YTD | -18.4% | +11.6% | -30.1% | -20.1% |
| All | -16.2% | -1.7% | -14.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling