-2.5%
DPZ vs WAB
+153.1%
-155.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.5% |
| 7D | +9.5% | -2.5% | +12.0% | +10.0% |
| 30D | +12.8% | -4.4% | +17.2% | +13.7% |
| 3M | -6.2% | -5.9% | -0.3% | -5.2% |
| 6M | +4.3% | +5.9% | -1.7% | +1.8% |
| YTD | -16.6% | +30.9% | -47.5% | -24.4% |
| 1Y | -12.8% | +35.8% | -48.6% | -22.1% |
| All | -2.5% | +153.1% | -155.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling