-14.5%
DPZ vs WCN
+16.1%
-30.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +4.1% |
| 7D | +10.1% | +6.7% | +3.4% | +6.9% |
| 30D | +14.6% | +24.3% | -9.7% | +3.2% |
| 3M | -6.8% | +16.1% | -22.9% | -13.2% |
| 6M | +4.4% | +19.9% | -15.6% | -3.7% |
| YTD | -16.8% | +10.1% | -26.9% | -20.7% |
| 1Y | -14.5% | +14.4% | -28.9% | -20.5% |
| All | -14.5% | +16.1% | -30.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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