+132.0%
DPZ vs WSM
+1,181.2%
-1,049.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.5% | -3.0% | -0.6% | -3.1% |
| 30D | +5.7% | +10.1% | -4.4% | +4.0% |
| 3M | -7.5% | +4.9% | -12.4% | -8.3% |
| 6M | +6.2% | +49.8% | -43.6% | -0.9% |
| YTD | -19.8% | +48.7% | -68.5% | -25.3% |
| 1Y | -18.0% | +38.7% | -56.7% | -22.8% |
| 3Y | -8.8% | +269.5% | -278.3% | -29.9% |
| 5Y | -30.2% | +179.0% | -209.2% | -45.5% |
| 10Y | +132.0% | +1,162.3% | -1,030.3% | +32.7% |
| All | +132.0% | +1,181.2% | -1,049.2% | +32.7% |
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