+132.0%
DPZ vs WAB
+282.9%
-150.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -3.5% | +3.1% | -6.7% | -4.2% |
| 30D | +5.7% | +6.4% | -0.7% | +4.3% |
| 3M | -7.5% | +2.2% | -9.6% | -8.0% |
| 6M | +6.2% | +13.7% | -7.5% | +3.0% |
| YTD | -19.8% | +43.0% | -62.8% | -25.9% |
| 1Y | -18.0% | +47.0% | -64.9% | -24.7% |
| 3Y | -8.8% | +174.4% | -183.2% | -26.2% |
| 5Y | -30.2% | +222.2% | -252.4% | -45.5% |
| 10Y | +132.0% | +276.9% | -144.9% | +66.8% |
| All | +132.0% | +282.9% | -150.9% | +66.8% |
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