+124.0%
DPZ vs WCN
+309.0%
-185.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | +6.6% | +2.9% | +3.6% | +5.3% |
| 30D | +10.3% | +22.1% | -11.8% | +1.3% |
| 3M | -6.2% | +13.2% | -19.3% | -11.0% |
| 6M | +4.2% | +23.7% | -19.5% | -4.8% |
| YTD | -18.4% | +8.7% | -27.1% | -21.6% |
| 1Y | -14.9% | +15.3% | -30.3% | -20.3% |
| 3Y | -4.6% | +46.0% | -50.6% | -19.1% |
| 5Y | -27.4% | +45.9% | -73.3% | -38.8% |
| All | +124.0% | +309.0% | -185.0% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling