-30.1%
DPZ vs WPM
+218.7%
-248.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +12.5% | -3.1% | +15.6% | +12.6% |
| 3M | -5.2% | -2.2% | -3.1% | -5.4% |
| 6M | +8.8% | -7.4% | +16.2% | +9.0% |
| YTD | -18.7% | +12.6% | -31.3% | -21.6% |
| 1Y | -15.7% | +22.8% | -38.5% | -19.9% |
| 3Y | -7.5% | +213.6% | -221.2% | -26.5% |
| 5Y | -30.1% | +211.2% | -241.3% | -43.3% |
| All | -30.1% | +218.7% | -248.8% | -43.3% |
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