-28.8%
DPZ vs WCN
+30.3%
-59.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | -7.0% | +0.4% | -7.4% | -7.2% |
| 3M | +11.6% | +7.3% | +4.3% | +7.8% |
| 6M | -15.2% | -2.5% | -12.7% | -14.2% |
| YTD | -17.2% | -5.4% | -11.9% | -15.3% |
| 1Y | -24.8% | -8.5% | -16.4% | -21.9% |
| 3Y | -8.7% | +20.8% | -29.5% | -18.7% |
| All | -28.8% | +30.3% | -59.2% | -40.9% |
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