-29.6%
DPZ vs WETO
-99.8%
+70.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.4% |
| 7D | -3.5% | -25.4% | +21.9% | -3.7% |
| 30D | +5.7% | -36.5% | +42.2% | +5.5% |
| 3M | -7.5% | -85.6% | +78.1% | -7.3% |
| 6M | +6.2% | -98.7% | +104.9% | +7.6% |
| YTD | -19.8% | -99.2% | +79.5% | -18.7% |
| 1Y | -18.0% | -99.4% | +81.4% | -17.0% |
| All | -29.6% | -99.8% | +70.3% | -27.3% |
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