-8.4%
DPZ vs WCC
+124.0%
-132.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.4% |
| 3M | +11.6% | -3.7% | +15.3% | +11.8% |
| 6M | -15.2% | +23.1% | -38.2% | -18.6% |
| YTD | -17.2% | +44.2% | -61.4% | -22.9% |
| 1Y | -24.8% | +62.1% | -86.9% | -31.8% |
| All | -8.4% | +124.0% | -132.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling