-28.8%
DPZ vs WPM
+254.8%
-283.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.6% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | -7.0% | +26.4% | -33.3% | -9.2% |
| 3M | +11.6% | +20.8% | -9.2% | +9.2% |
| 6M | -15.2% | +1.1% | -16.3% | -15.4% |
| YTD | -17.2% | +32.5% | -49.7% | -21.2% |
| 1Y | -24.8% | +51.5% | -76.4% | -30.2% |
| 3Y | -8.7% | +267.0% | -275.7% | -28.0% |
| All | -28.8% | +254.8% | -283.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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