+128.9%
DPZ vs WING
+691.1%
-562.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +9.5% | +14.0% | -4.5% | +6.5% |
| 30D | +12.8% | +47.7% | -34.9% | +3.7% |
| 3M | -6.2% | +34.2% | -40.4% | -12.7% |
| 6M | +4.3% | +13.6% | -9.3% | -0.3% |
| YTD | -16.6% | -30.0% | +13.4% | -13.1% |
| 1Y | -12.8% | -33.9% | +21.1% | -8.3% |
| 3Y | -0.8% | -18.7% | +17.9% | -6.6% |
| 5Y | -25.8% | +5.5% | -31.3% | -37.4% |
| All | +128.9% | +691.1% | -562.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling