+130.9%
DPZ vs WSM
+1,226.6%
-1,095.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +3.1% | -0.9% | +1.6% |
| 30D | +6.7% | +8.5% | -1.8% | +5.2% |
| 3M | -4.5% | +4.6% | -9.1% | -5.3% |
| 6M | +3.3% | +44.5% | -41.2% | -3.0% |
| YTD | -19.4% | +48.4% | -67.9% | -25.0% |
| 1Y | -17.3% | +36.2% | -53.5% | -21.9% |
| 3Y | -8.4% | +268.8% | -277.1% | -29.6% |
| 5Y | -28.2% | +185.2% | -213.5% | -44.1% |
| 10Y | +130.9% | +1,175.8% | -1,045.0% | +33.6% |
| All | +130.9% | +1,226.6% | -1,095.7% | +33.6% |
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