-28.6%
DPZ vs WETO
-99.0%
+70.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.1% | +1.0% | -4.2% |
| 7D | -7.3% | -38.7% | +31.4% | -7.6% |
| 30D | -7.6% | -51.3% | +43.7% | -6.7% |
| 3M | +1.8% | -97.8% | +99.6% | +5.8% |
| 6M | -21.8% | -94.8% | +72.9% | -19.7% |
| YTD | -22.0% | -97.2% | +75.2% | -19.5% |
| 1Y | -28.6% | -98.9% | +70.3% | -26.6% |
| All | -28.6% | -99.0% | +70.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling