-2.5%
DPZ vs WSM
+251.2%
-253.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +12.8% | +7.1% | +5.7% | +11.8% |
| 3M | -6.2% | +4.5% | -10.7% | -6.9% |
| 6M | +4.3% | +44.4% | -40.1% | -0.6% |
| YTD | -16.6% | +46.8% | -63.4% | -20.9% |
| 1Y | -12.8% | +31.7% | -44.6% | -16.3% |
| All | -2.5% | +251.2% | -253.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling