-16.9%
DPZ vs WCC
+27.2%
-44.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -0.1% |
| 7D | -3.5% | +3.3% | -6.9% | -3.1% |
| 30D | +5.7% | -9.4% | +15.1% | +4.9% |
| 3M | -7.5% | -10.5% | +3.0% | -8.0% |
| 6M | +6.2% | -10.4% | +16.6% | +6.8% |
| YTD | -19.8% | +34.4% | -54.2% | -22.0% |
| All | -16.9% | +27.2% | -44.0% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling