-25.8%
DPZ vs BWA
+22.8%
-48.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +1.1% |
| 7D | +9.5% | -10.8% | +20.3% | +11.2% |
| 30D | +12.8% | -25.0% | +37.8% | +17.4% |
| 3M | -6.2% | -28.6% | +22.4% | -1.9% |
| 6M | +4.3% | -16.6% | +20.8% | +5.1% |
| YTD | -16.6% | +6.3% | -22.9% | -21.1% |
| 1Y | -12.8% | +7.2% | -20.0% | -17.8% |
| 3Y | -0.8% | +48.2% | -49.0% | -14.8% |
| 5Y | -25.8% | +23.4% | -49.2% | -37.2% |
| All | -25.8% | +22.8% | -48.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling