+5,666.8%
DPZ vs BWA
+543.0%
+5,123.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +1.9% |
| 7D | +9.5% | -10.8% | +20.3% | +13.0% |
| 30D | +12.8% | -25.0% | +37.8% | +22.1% |
| 3M | -6.2% | -28.6% | +22.4% | +2.5% |
| 6M | +4.3% | -16.6% | +20.8% | +7.4% |
| YTD | -16.6% | +6.3% | -22.9% | -21.5% |
| 1Y | -12.8% | +7.2% | -20.0% | -18.2% |
| 3Y | -0.8% | +48.2% | -49.0% | -17.9% |
| 5Y | -25.8% | +23.4% | -49.2% | -37.0% |
| 10Y | +130.9% | +84.0% | +46.9% | +50.0% |
| All | +5,666.8% | +543.0% | +5,123.8% | +2,081.7% |
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