-27.8%
DPZ vs WCN
+46.3%
-74.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.1% |
| 30D | +8.0% | +24.6% | -16.6% | -3.4% |
| 3M | -4.2% | +14.2% | -18.4% | -10.5% |
| 6M | +4.6% | +25.7% | -21.1% | -6.8% |
| YTD | -18.4% | +9.3% | -27.7% | -22.4% |
| 1Y | -16.8% | +15.3% | -32.1% | -23.0% |
| 3Y | -5.0% | +48.6% | -53.6% | -24.1% |
| 5Y | -27.8% | +46.9% | -74.7% | -43.5% |
| All | -27.8% | +46.3% | -74.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling