-8.4%
DPZ vs WEC
+42.1%
-50.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.5% | -0.3% | -2.3% | -2.5% |
| 30D | -7.0% | -1.3% | -5.7% | -6.7% |
| 3M | +11.6% | -3.9% | +15.5% | +12.7% |
| 6M | -15.2% | -8.3% | -6.9% | -13.4% |
| YTD | -17.2% | +3.1% | -20.3% | -17.7% |
| 1Y | -24.8% | +1.9% | -26.8% | -25.1% |
| All | -8.4% | +42.1% | -50.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling