+5,622.1%
DPZ vs BWA
+813.7%
+4,808.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.5% |
| 7D | -2.5% | +5.7% | -8.2% | -4.1% |
| 30D | -7.0% | +1.4% | -8.4% | -7.6% |
| 3M | +11.6% | -12.1% | +23.7% | +14.8% |
| 6M | -15.2% | +28.6% | -43.7% | -22.7% |
| YTD | -17.2% | +51.1% | -68.3% | -29.2% |
| 1Y | -24.8% | +55.9% | -80.7% | -36.4% |
| 3Y | -8.7% | +70.1% | -78.8% | -26.9% |
| 5Y | -28.9% | +90.7% | -119.6% | -46.8% |
| 10Y | +153.6% | +154.0% | -0.3% | +51.2% |
| All | +5,622.1% | +813.7% | +4,808.4% | +1,866.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling