-15.7%
DPZ vs WCN
+15.9%
-31.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -2.5% | +1.2% | -3.6% | -3.0% |
| 30D | +12.5% | +26.4% | -13.9% | +0.6% |
| 3M | -5.2% | +17.5% | -22.7% | -12.2% |
| 6M | +8.8% | +28.7% | -20.0% | -2.8% |
| YTD | -18.7% | +11.5% | -30.2% | -23.0% |
| 1Y | -15.7% | +15.9% | -31.5% | -22.0% |
| All | -15.7% | +15.9% | -31.6% | -22.0% |
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