-30.2%
DPZ vs GWW
+224.6%
-254.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | -3.5% | 0.0% | -3.5% | -3.6% |
| 30D | +5.7% | +14.0% | -8.3% | +1.9% |
| 3M | -7.5% | +14.4% | -21.8% | -11.0% |
| 6M | +6.2% | +21.7% | -15.5% | 0.0% |
| YTD | -19.8% | +48.4% | -68.2% | -29.2% |
| 1Y | -18.0% | +58.4% | -76.4% | -29.1% |
| 3Y | -8.8% | +92.3% | -101.1% | -25.9% |
| 5Y | -30.2% | +221.8% | -252.0% | -54.3% |
| All | -30.2% | +224.6% | -254.8% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling