+132.0%
DPZ vs NWSA
+153.1%
-21.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -3.5% | -12.2% | +8.7% | -1.0% |
| 30D | +5.7% | -8.7% | +14.4% | +7.5% |
| 3M | -7.5% | -6.0% | -1.5% | -6.5% |
| 6M | +6.2% | -0.3% | +6.5% | +5.9% |
| YTD | -19.8% | +3.5% | -23.3% | -20.8% |
| 1Y | -18.0% | +0.8% | -18.7% | -18.6% |
| 3Y | -8.8% | +31.1% | -39.9% | -14.3% |
| 5Y | -30.2% | +18.8% | -49.0% | -34.8% |
| 10Y | +132.0% | +147.9% | -15.9% | +94.2% |
| All | +132.0% | +153.1% | -21.1% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling