-4.6%
DPZ vs WAT
+74.7%
-79.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | +6.6% | -1.1% | +7.7% | +6.7% |
| 30D | +10.3% | +5.0% | +5.3% | +9.2% |
| 3M | -6.2% | +14.5% | -20.6% | -8.7% |
| 6M | +4.2% | +30.9% | -26.7% | -1.5% |
| YTD | -18.4% | +20.5% | -38.9% | -22.1% |
| 1Y | -14.9% | +23.3% | -38.2% | -19.3% |
| 3Y | -4.6% | +81.5% | -86.1% | -18.2% |
| All | -4.6% | +74.7% | -79.4% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling