-14.5%
DPZ vs NWSA
+18.2%
-32.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.2% |
| 7D | +10.1% | +4.3% | +5.8% | +8.6% |
| 30D | +14.6% | +5.6% | +9.0% | +12.6% |
| 3M | -6.8% | +7.3% | -14.0% | -8.8% |
| 6M | +4.4% | +18.8% | -14.5% | -0.4% |
| YTD | -16.8% | +17.9% | -34.7% | -19.1% |
| 1Y | -14.5% | +19.3% | -33.8% | -17.1% |
| All | -14.5% | +18.2% | -32.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling