+155.0%
DPZ vs NWSA
+138.3%
+16.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -2.5% | -1.9% | -0.7% | -2.1% |
| 30D | -7.0% | +4.6% | -11.5% | -7.9% |
| 3M | +11.6% | +13.2% | -1.6% | +8.6% |
| 6M | -15.2% | +27.0% | -42.2% | -19.5% |
| YTD | -17.2% | +16.8% | -34.1% | -20.2% |
| 1Y | -24.8% | +4.5% | -29.4% | -25.9% |
| 3Y | -8.7% | +46.2% | -54.9% | -16.1% |
| 5Y | -28.9% | +40.9% | -69.8% | -35.5% |
| All | +155.0% | +138.3% | +16.7% | +112.0% |
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