-15.2%
DPZ vs WSM
+13.6%
-28.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | -2.5% | -3.3% | +0.7% | -1.9% |
| 30D | -7.0% | -8.4% | +1.4% | -5.4% |
| 3M | +11.6% | +9.7% | +1.9% | +9.9% |
| 6M | -15.2% | +16.7% | -31.9% | -19.1% |
| All | -15.2% | +13.6% | -28.8% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling