-28.8%
DPZ vs WSM
+179.2%
-208.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | +11.6% | +9.7% | +1.9% | +9.7% |
| 6M | -15.2% | +16.7% | -31.9% | -17.7% |
| YTD | -17.2% | +28.7% | -45.9% | -21.4% |
| 1Y | -24.8% | +13.7% | -38.5% | -27.1% |
| 3Y | -8.7% | +230.1% | -238.8% | -31.9% |
| All | -28.8% | +179.2% | -208.0% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling