+5,666.8%
DPZ vs WCN
+2,452.4%
+3,214.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +9.5% | +5.5% | +4.0% | +6.4% |
| 30D | +12.8% | +24.2% | -11.4% | +0.1% |
| 3M | -6.2% | +17.0% | -23.2% | -14.0% |
| 6M | +4.3% | +22.3% | -18.1% | -6.8% |
| YTD | -16.6% | +10.2% | -26.8% | -21.6% |
| 1Y | -12.8% | +16.5% | -29.3% | -20.4% |
| 3Y | -0.8% | +47.1% | -47.9% | -21.1% |
| 5Y | -25.8% | +47.9% | -73.7% | -41.8% |
| 10Y | +130.9% | +316.7% | -185.8% | -5.8% |
| All | +5,666.8% | +2,452.4% | +3,214.4% | +714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling