-15.7%
DPZ vs WING
-33.3%
+17.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.0% |
| 7D | -2.5% | -3.9% | +1.4% | -2.0% |
| 30D | +12.5% | +26.6% | -14.1% | +9.1% |
| 3M | -5.2% | +42.5% | -47.7% | -9.7% |
| 6M | +8.8% | +29.4% | -20.6% | +5.0% |
| YTD | -18.7% | -32.8% | +14.1% | -17.6% |
| 1Y | -15.7% | -33.5% | +17.8% | -14.7% |
| All | -15.7% | -33.3% | +17.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling