-27.8%
DPZ vs NWSA
+15.5%
-43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +3.7% | -10.5% | +14.2% | +7.2% |
| 30D | +8.0% | -8.8% | +16.8% | +10.9% |
| 3M | -4.2% | -6.5% | +2.3% | -2.5% |
| 6M | +4.6% | -1.3% | +5.9% | +4.3% |
| YTD | -18.4% | +2.5% | -20.9% | -20.0% |
| 1Y | -16.8% | +0.2% | -17.0% | -17.7% |
| 3Y | -5.0% | +27.6% | -32.6% | -14.9% |
| 5Y | -27.8% | +17.0% | -44.8% | -34.5% |
| All | -27.8% | +15.5% | -43.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling