-7.8%
DPZ vs WING
-19.8%
+12.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.2% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +5.7% | +32.3% | -26.6% | +1.4% |
| 3M | -7.5% | +50.2% | -57.6% | -13.1% |
| 6M | +6.2% | +31.7% | -25.4% | +1.2% |
| YTD | -19.8% | -29.6% | +9.8% | -17.7% |
| 1Y | -18.0% | -29.7% | +11.7% | -16.0% |
| All | -7.8% | -19.8% | +12.0% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling