+145.0%
DPZ vs WAT
+222.4%
-77.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +15.5% | +5.4% | +10.1% | +13.7% |
| 3M | -2.0% | +11.3% | -13.3% | -5.0% |
| 6M | +12.1% | +37.4% | -25.3% | +2.5% |
| YTD | -16.6% | +21.2% | -37.8% | -21.9% |
| 1Y | -14.6% | +21.3% | -35.9% | -20.1% |
| 3Y | -4.1% | +83.4% | -87.5% | -23.1% |
| 5Y | -28.3% | +29.0% | -57.3% | -37.4% |
| All | +145.0% | +222.4% | -77.4% | +68.1% |
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