+132.0%
DPZ vs WCC
+453.1%
-321.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -0.8% |
| 7D | -3.5% | +3.3% | -6.9% | -4.0% |
| 30D | +5.7% | -9.4% | +15.1% | +6.4% |
| 3M | -7.5% | -10.5% | +3.0% | -7.0% |
| 6M | +6.2% | -10.4% | +16.6% | +6.4% |
| YTD | -19.8% | +34.4% | -54.2% | -24.0% |
| 1Y | -18.0% | +27.7% | -45.6% | -21.8% |
| 3Y | -8.8% | +137.9% | -146.7% | -21.0% |
| 5Y | -30.2% | +147.0% | -177.2% | -41.1% |
| 10Y | +132.0% | +442.5% | -310.5% | +72.1% |
| All | +132.0% | +453.1% | -321.1% | +72.1% |
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