+124.0%
DPZ vs BWA
+84.4%
+39.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.8% | -2.5% |
| 7D | +6.6% | -5.5% | +12.0% | +7.3% |
| 30D | +10.3% | -21.7% | +32.0% | +13.7% |
| 3M | -6.2% | -25.6% | +19.5% | -2.8% |
| 6M | +4.2% | -17.4% | +21.7% | +5.7% |
| YTD | -18.4% | +9.2% | -27.6% | -21.5% |
| 1Y | -14.9% | +9.7% | -24.7% | -18.2% |
| 3Y | -4.6% | +54.6% | -59.3% | -14.2% |
| 5Y | -27.4% | +26.8% | -54.2% | -34.0% |
| All | +124.0% | +84.4% | +39.6% | +94.6% |
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