-28.5%
DPZ vs WETO
-99.4%
+70.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -1.5% | -57.2% | +55.8% | -2.1% |
| 30D | -4.4% | -48.8% | +44.4% | -3.5% |
| 3M | +7.6% | -97.7% | +105.3% | +10.6% |
| 6M | -16.9% | -94.3% | +77.4% | -14.9% |
| YTD | -18.6% | -97.0% | +78.4% | -16.9% |
| 1Y | -26.7% | -98.9% | +72.3% | -25.5% |
| All | -28.5% | -99.4% | +70.8% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling