+5,622.1%
DPZ vs GWW
+3,283.3%
+2,338.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.5% | +1.4% | -3.9% | -3.2% |
| 30D | -7.0% | +3.3% | -10.2% | -8.3% |
| 3M | +11.6% | +2.9% | +8.7% | +9.9% |
| 6M | -15.2% | +15.8% | -31.0% | -20.7% |
| YTD | -17.2% | +32.0% | -49.3% | -27.2% |
| 1Y | -24.8% | +29.9% | -54.7% | -33.5% |
| 3Y | -8.7% | +91.1% | -99.7% | -32.6% |
| 5Y | -28.9% | +223.9% | -252.8% | -59.6% |
| 10Y | +153.6% | +567.0% | -413.4% | -10.9% |
| All | +5,622.1% | +3,283.3% | +2,338.8% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling