+128.9%
DPZ vs WCC
+445.3%
-316.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.8% | +1.2% |
| 7D | +9.5% | -21.9% | +31.4% | +12.0% |
| 30D | +12.8% | -25.4% | +38.2% | +15.8% |
| 3M | -6.2% | -23.1% | +16.9% | -4.2% |
| 6M | +4.3% | -18.1% | +22.3% | +5.2% |
| YTD | -16.6% | +17.7% | -34.3% | -19.8% |
| 1Y | -12.8% | +12.4% | -25.2% | -15.8% |
| 3Y | -0.8% | +105.9% | -106.7% | -12.6% |
| 5Y | -25.8% | +116.8% | -142.6% | -36.3% |
| All | +128.9% | +445.3% | -316.4% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling