+121.1%
DPZ vs WAT
+232.2%
-111.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.1% |
| 7D | +3.7% | +6.0% | -2.4% | +2.1% |
| 30D | +8.0% | +9.9% | -1.9% | +5.3% |
| 3M | -4.2% | +17.2% | -21.4% | -8.3% |
| 6M | +4.6% | +34.2% | -29.6% | -3.8% |
| YTD | -18.4% | +25.5% | -43.9% | -24.3% |
| 1Y | -16.8% | +28.3% | -45.0% | -23.3% |
| 3Y | -5.0% | +88.4% | -93.4% | -24.2% |
| 5Y | -27.8% | +36.1% | -63.9% | -37.9% |
| 10Y | +121.1% | +234.8% | -113.7% | +50.6% |
| All | +121.1% | +232.2% | -111.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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