-27.3%
DPZ vs WETO
-99.4%
+72.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -20.8% | +19.1% | -1.9% |
| 7D | -2.5% | -55.4% | +52.9% | -3.1% |
| 30D | -7.0% | -48.5% | +41.5% | -6.0% |
| 3M | +11.6% | -97.5% | +109.1% | +14.7% |
| 6M | -15.2% | -94.2% | +79.0% | -13.1% |
| YTD | -17.2% | -97.0% | +79.8% | -15.5% |
| 1Y | -24.8% | -98.9% | +74.1% | -23.7% |
| All | -27.3% | -99.4% | +72.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling