+5,622.1%
DPZ vs WAB
+3,347.1%
+2,275.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -7.0% | -4.4% | -2.5% | -5.5% |
| 3M | +11.6% | +7.9% | +3.7% | +7.8% |
| 6M | -15.2% | +8.7% | -23.9% | -18.7% |
| YTD | -17.2% | +33.0% | -50.2% | -26.5% |
| 1Y | -24.8% | +46.7% | -71.5% | -35.8% |
| 3Y | -8.7% | +153.0% | -161.7% | -37.2% |
| 5Y | -28.9% | +222.3% | -251.2% | -56.1% |
| 10Y | +153.6% | +291.0% | -137.3% | +25.2% |
| All | +5,622.1% | +3,347.1% | +2,275.0% | +1,072.7% |
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 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