-5.0%
DPZ vs GWW
+89.8%
-94.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.7% | +5.3% | -1.6% | +2.2% |
| 30D | +8.0% | +12.4% | -4.4% | +4.5% |
| 3M | -4.2% | +13.7% | -17.9% | -7.7% |
| 6M | +4.6% | +18.0% | -13.4% | -0.7% |
| YTD | -18.4% | +44.6% | -63.0% | -28.0% |
| 1Y | -16.8% | +53.1% | -69.9% | -28.0% |
| 3Y | -5.0% | +90.2% | -95.2% | -22.8% |
| All | -5.0% | +89.8% | -94.8% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling