+128.9%
DPZ vs WAT
+224.1%
-95.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.1% |
| 7D | +9.5% | -5.6% | +15.1% | +11.0% |
| 30D | +12.8% | +3.8% | +9.0% | +11.6% |
| 3M | -6.2% | +13.3% | -19.5% | -9.5% |
| 6M | +4.3% | +32.2% | -27.9% | -3.8% |
| YTD | -16.6% | +19.3% | -35.9% | -21.6% |
| 1Y | -12.8% | +21.8% | -34.6% | -18.6% |
| 3Y | -0.8% | +73.9% | -74.8% | -19.2% |
| 5Y | -25.8% | +32.1% | -57.9% | -35.6% |
| All | +128.9% | +224.1% | -95.2% | +57.4% |
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