+124.0%
DPZ vs GWW
+699.0%
-575.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | +6.6% | +6.0% | +0.6% | +5.1% |
| 30D | +10.3% | +14.0% | -3.7% | +6.9% |
| 3M | -6.2% | +12.5% | -18.7% | -8.8% |
| 6M | +4.2% | +23.6% | -19.4% | -1.2% |
| YTD | -18.4% | +43.6% | -62.0% | -25.6% |
| 1Y | -14.9% | +52.5% | -67.4% | -23.6% |
| 3Y | -4.6% | +92.6% | -97.2% | -19.2% |
| 5Y | -27.4% | +219.0% | -246.4% | -45.9% |
| All | +124.0% | +699.0% | -575.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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