+145.0%
DPZ vs WSM
+1,131.4%
-986.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +15.5% | +5.1% | +10.4% | +14.5% |
| 3M | -2.0% | +5.1% | -7.1% | -2.9% |
| 6M | +12.1% | +48.6% | -36.4% | +4.8% |
| YTD | -16.6% | +44.2% | -60.8% | -22.0% |
| 1Y | -14.6% | +38.1% | -52.7% | -19.6% |
| 3Y | -4.1% | +257.2% | -261.4% | -25.9% |
| 5Y | -28.3% | +165.1% | -193.4% | -43.6% |
| All | +145.0% | +1,131.4% | -986.3% | +40.2% |
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