+5,666.8%
DPZ vs WAB
+3,293.8%
+2,373.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +2.3% |
| 7D | +9.5% | -2.5% | +12.0% | +10.4% |
| 30D | +12.8% | -4.4% | +17.2% | +14.3% |
| 3M | -6.2% | -5.9% | -0.3% | -4.5% |
| 6M | +4.3% | +5.9% | -1.7% | +0.8% |
| YTD | -16.6% | +30.9% | -47.5% | -25.8% |
| 1Y | -12.8% | +35.8% | -48.6% | -23.5% |
| 3Y | -0.8% | +154.0% | -154.8% | -32.1% |
| 5Y | -25.8% | +203.9% | -229.7% | -53.2% |
| 10Y | +130.9% | +286.7% | -155.9% | +14.2% |
| All | +5,666.8% | +3,293.8% | +2,373.0% | +1,084.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling