+155.0%
DPZ vs BWA
+151.8%
+3.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | -2.5% | +5.7% | -8.2% | -3.3% |
| 30D | -7.0% | +1.4% | -8.4% | -7.2% |
| 3M | +11.6% | -12.1% | +23.7% | +13.3% |
| 6M | -15.2% | +28.6% | -43.7% | -19.0% |
| YTD | -17.2% | +51.1% | -68.3% | -23.6% |
| 1Y | -24.8% | +55.9% | -80.7% | -31.0% |
| 3Y | -8.7% | +70.1% | -78.8% | -18.6% |
| 5Y | -28.9% | +90.7% | -119.6% | -38.7% |
| All | +155.0% | +151.8% | +3.3% | +103.2% |
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