+138.9%
DPZ vs WAB
+269.8%
-130.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -2.5% | +7.9% | -10.4% | -3.9% |
| 30D | +12.5% | +4.9% | +7.7% | +11.4% |
| 3M | -5.2% | +1.8% | -7.0% | -5.7% |
| 6M | +8.8% | +12.0% | -3.2% | +5.8% |
| YTD | -18.7% | +41.3% | -59.9% | -24.8% |
| 1Y | -15.7% | +43.8% | -59.5% | -22.3% |
| 3Y | -7.5% | +171.1% | -178.6% | -25.0% |
| 5Y | -30.1% | +217.7% | -247.8% | -45.3% |
| All | +138.9% | +269.8% | -130.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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