-28.2%
DPZ vs WING
+8.7%
-36.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.5% |
| 7D | +2.2% | +5.0% | -2.8% | +1.2% |
| 30D | +6.7% | +38.7% | -32.0% | +0.3% |
| 3M | -4.5% | +44.7% | -49.2% | -11.5% |
| 6M | +3.3% | +31.5% | -28.2% | -3.1% |
| YTD | -19.4% | -28.4% | +9.0% | -16.8% |
| 1Y | -17.3% | -28.2% | +10.9% | -14.8% |
| 3Y | -8.4% | -18.4% | +10.0% | -14.3% |
| 5Y | -28.2% | +5.2% | -33.5% | -38.3% |
| All | -28.2% | +8.7% | -36.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling