-13.1%
DPZ vs WAB
+36.8%
-49.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.3% |
| 7D | +9.5% | -2.5% | +12.0% | +9.5% |
| 30D | +12.8% | -4.4% | +17.2% | +12.8% |
| 3M | -6.2% | -5.9% | -0.3% | -6.2% |
| 6M | +4.3% | +5.9% | -1.7% | +3.6% |
| YTD | -16.6% | +30.9% | -47.5% | -22.4% |
| All | -13.1% | +36.8% | -49.9% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling