+155.0%
DPZ vs WCC
+471.3%
-316.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.1% |
| 7D | -2.5% | +4.5% | -7.0% | -3.0% |
| 30D | -7.0% | -5.8% | -1.2% | -6.5% |
| 3M | +11.6% | -3.7% | +15.3% | +11.6% |
| 6M | -15.2% | +23.1% | -38.2% | -17.9% |
| YTD | -17.2% | +44.2% | -61.4% | -21.6% |
| 1Y | -24.8% | +62.1% | -86.9% | -30.1% |
| 3Y | -8.7% | +121.1% | -129.8% | -19.7% |
| 5Y | -28.9% | +214.0% | -242.9% | -40.7% |
| All | +155.0% | +471.3% | -316.3% | +91.6% |
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