+155.0%
DPZ vs GWW
+566.7%
-411.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -7.0% | +3.3% | -10.2% | -7.7% |
| 3M | +11.6% | +2.9% | +8.7% | +10.6% |
| 6M | -15.2% | +15.8% | -31.0% | -18.3% |
| YTD | -17.2% | +32.0% | -49.3% | -23.0% |
| 1Y | -24.8% | +29.9% | -54.7% | -29.8% |
| 3Y | -8.7% | +91.1% | -99.7% | -22.3% |
| 5Y | -28.9% | +223.9% | -252.8% | -46.8% |
| All | +155.0% | +566.7% | -411.6% | +74.1% |
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