-28.9%
DPZ vs WPM
+210.4%
-239.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +2.2% | -3.6% | +5.8% | +2.6% |
| 30D | +15.5% | +1.4% | +14.0% | +15.1% |
| 3M | -2.0% | -0.2% | -1.8% | -2.4% |
| 6M | +12.1% | -7.3% | +19.5% | +12.4% |
| YTD | -16.6% | +12.3% | -28.9% | -19.6% |
| 1Y | -14.6% | +24.9% | -39.5% | -19.1% |
| 3Y | -4.1% | +210.4% | -214.5% | -23.7% |
| All | -28.9% | +210.4% | -239.2% | -41.4% |
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