+130.9%
DPZ vs BWA
+95.2%
+35.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | +6.7% | -17.7% | +24.4% | +9.3% |
| 3M | -4.5% | -27.0% | +22.5% | -0.7% |
| 6M | +3.3% | -17.3% | +20.6% | +4.9% |
| YTD | -19.4% | +12.9% | -32.3% | -22.9% |
| 1Y | -17.3% | +12.9% | -30.2% | -20.8% |
| 3Y | -8.4% | +62.1% | -70.5% | -18.3% |
| 5Y | -28.2% | +30.7% | -58.9% | -35.1% |
| 10Y | +130.9% | +89.2% | +41.7% | +93.0% |
| All | +130.9% | +95.2% | +35.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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