-14.6%
DPZ vs WING
-33.3%
+18.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +2.2% | -2.5% | +4.7% | +2.5% |
| 30D | +15.5% | +29.5% | -14.0% | +11.6% |
| 3M | -2.0% | +40.2% | -42.2% | -6.5% |
| 6M | +12.1% | +32.7% | -20.6% | +7.9% |
| YTD | -16.6% | -32.8% | +16.2% | -15.6% |
| 1Y | -14.6% | -31.7% | +17.1% | -14.1% |
| All | -14.6% | -33.3% | +18.7% | -14.1% |
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