+5,622.1%
DPZ vs WEC
+1,213.5%
+4,408.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | -7.0% | -1.3% | -5.7% | -6.5% |
| 3M | +11.6% | -3.9% | +15.5% | +13.3% |
| 6M | -15.2% | -8.3% | -6.9% | -12.3% |
| YTD | -17.2% | +3.1% | -20.3% | -18.5% |
| 1Y | -24.8% | +1.9% | -26.8% | -25.8% |
| 3Y | -8.7% | +41.9% | -50.6% | -22.4% |
| 5Y | -28.9% | +30.8% | -59.7% | -38.5% |
| 10Y | +153.6% | +141.9% | +11.7% | +38.9% |
| All | +5,622.1% | +1,213.5% | +4,408.7% | +901.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling