-2.5%
DPZ vs WAT
+73.0%
-75.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +9.5% | -5.6% | +15.1% | +10.6% |
| 30D | +12.8% | +3.8% | +9.0% | +11.9% |
| 3M | -6.2% | +13.3% | -19.5% | -8.6% |
| 6M | +4.3% | +32.2% | -27.9% | -1.7% |
| YTD | -16.6% | +19.3% | -35.9% | -20.3% |
| 1Y | -12.8% | +21.8% | -34.6% | -17.1% |
| All | -2.5% | +73.0% | -75.5% | -16.3% |
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 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