-14.9%
DPZ vs WAT
+23.8%
-38.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.2% |
| 7D | +6.6% | -1.1% | +7.7% | +6.6% |
| 30D | +10.3% | +5.0% | +5.3% | +9.7% |
| 3M | -6.2% | +14.5% | -20.6% | -7.6% |
| 6M | +4.2% | +30.9% | -26.7% | +0.7% |
| YTD | -18.4% | +20.5% | -38.9% | -21.6% |
| 1Y | -14.9% | +23.3% | -38.2% | -19.3% |
| All | -14.9% | +23.8% | -38.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling