-25.8%
DPZ vs WEC
+56.3%
-82.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +9.5% | +3.2% | +6.3% | +8.5% |
| 30D | +12.8% | +14.7% | -1.9% | +8.5% |
| 3M | -6.2% | +10.2% | -16.5% | -8.9% |
| 6M | +4.3% | +4.5% | -0.2% | +2.8% |
| YTD | -16.6% | +15.1% | -31.7% | -19.9% |
| 1Y | -12.8% | +9.4% | -22.2% | -15.2% |
| 3Y | -0.8% | +56.9% | -57.7% | -12.3% |
| 5Y | -25.8% | +54.4% | -80.2% | -34.3% |
| All | -25.8% | +56.3% | -82.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling