+138.9%
DPZ vs NWSA
+141.7%
-2.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.9% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +12.5% | -11.3% | +23.9% | +15.3% |
| 3M | -5.2% | -8.1% | +2.9% | -3.7% |
| 6M | +8.8% | -0.7% | +9.5% | +8.6% |
| YTD | -18.7% | +1.3% | -20.0% | -19.3% |
| 1Y | -15.7% | -1.3% | -14.4% | -15.9% |
| 3Y | -7.5% | +28.4% | -35.9% | -12.8% |
| 5Y | -30.1% | +15.3% | -45.4% | -34.3% |
| All | +138.9% | +141.7% | -2.8% | +100.5% |
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