-27.5%
DPZ vs WPM
+246.3%
-273.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | +6.6% | +16.9% | -10.4% | +4.9% |
| 30D | +10.3% | +2.0% | +8.3% | +9.9% |
| 3M | -6.2% | +8.9% | -15.1% | -7.4% |
| 6M | +4.2% | +1.6% | +2.7% | +3.3% |
| YTD | -18.4% | +16.5% | -34.9% | -21.6% |
| 1Y | -14.9% | +42.2% | -57.1% | -21.0% |
| 3Y | -4.6% | +213.3% | -217.9% | -24.1% |
| All | -27.5% | +246.3% | -273.8% | -44.1% |
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