-27.5%
DPZ vs WCC
+117.0%
-144.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.4% |
| 7D | +6.6% | -14.7% | +21.3% | +8.3% |
| 30D | +10.3% | -20.1% | +30.3% | +12.8% |
| 3M | -6.2% | -21.2% | +15.0% | -4.1% |
| 6M | +4.2% | -19.2% | +23.4% | +5.6% |
| YTD | -18.4% | +20.2% | -38.6% | -23.1% |
| 1Y | -14.9% | +14.5% | -29.4% | -19.3% |
| 3Y | -4.6% | +115.1% | -119.8% | -21.8% |
| All | -27.5% | +117.0% | -144.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling