+124.0%
DPZ vs WAT
+227.3%
-103.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.4% |
| 7D | +6.6% | -1.1% | +7.7% | +6.8% |
| 30D | +10.3% | +5.0% | +5.3% | +8.8% |
| 3M | -6.2% | +14.5% | -20.6% | -9.7% |
| 6M | +4.2% | +30.9% | -26.7% | -3.5% |
| YTD | -18.4% | +20.5% | -38.9% | -23.5% |
| 1Y | -14.9% | +23.3% | -38.2% | -20.8% |
| 3Y | -4.6% | +81.5% | -86.1% | -23.2% |
| 5Y | -27.4% | +33.4% | -60.8% | -37.2% |
| All | +124.0% | +227.3% | -103.3% | +53.6% |
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