+5,650.9%
DPZ vs WAT
+904.5%
+4,746.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +4.9% |
| 7D | +10.1% | -1.9% | +12.0% | +10.7% |
| 30D | +14.6% | +6.2% | +8.4% | +12.2% |
| 3M | -6.8% | +18.1% | -24.8% | -12.0% |
| 6M | +4.4% | +54.9% | -50.5% | -10.7% |
| YTD | -16.8% | +23.1% | -39.9% | -23.9% |
| 1Y | -14.5% | +27.3% | -41.7% | -22.7% |
| 3Y | -1.1% | +79.5% | -80.6% | -23.8% |
| 5Y | -28.0% | +35.0% | -62.9% | -39.9% |
| 10Y | +130.2% | +238.7% | -108.5% | +29.3% |
| All | +5,650.9% | +904.5% | +4,746.4% | +2,027.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling