+124.0%
DPZ vs WAB
+287.6%
-163.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | +6.6% | +1.4% | +5.1% | +6.2% |
| 30D | +10.3% | +0.4% | +9.9% | +10.1% |
| 3M | -6.2% | -3.8% | -2.3% | -5.6% |
| 6M | +4.2% | +5.1% | -0.8% | +2.7% |
| YTD | -18.4% | +33.3% | -51.7% | -23.6% |
| 1Y | -14.9% | +39.8% | -54.8% | -21.1% |
| 3Y | -4.6% | +161.1% | -165.7% | -21.8% |
| 5Y | -27.4% | +209.5% | -236.9% | -42.6% |
| All | +124.0% | +287.6% | -163.7% | +67.8% |
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