+154.5%
DPZ vs WSM
+1,020.0%
-865.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | -2.5% | -3.3% | +0.7% | -2.0% |
| 30D | -7.0% | -8.4% | +1.4% | -5.7% |
| 3M | +11.6% | +9.7% | +1.9% | +9.8% |
| 6M | -15.2% | +16.7% | -31.9% | -17.6% |
| YTD | -17.2% | +28.7% | -45.9% | -21.1% |
| 1Y | -24.8% | +13.7% | -38.5% | -27.0% |
| 3Y | -8.7% | +230.1% | -238.8% | -28.5% |
| 5Y | -28.9% | +179.0% | -207.9% | -44.3% |
| All | +154.5% | +1,020.0% | -865.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling