-25.8%
DPZ vs WAT
+32.1%
-57.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 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% | -9.4% |
| 6M | +4.3% | +32.2% | -27.9% | -3.6% |
| YTD | -16.6% | +19.3% | -35.9% | -21.4% |
| 1Y | -12.8% | +21.8% | -34.6% | -18.4% |
| 3Y | -0.8% | +73.9% | -74.8% | -20.7% |
| 5Y | -25.8% | +32.1% | -57.9% | -35.1% |
| All | -25.8% | +32.1% | -57.9% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling