+4.3%
DPZ vs WSM
+46.9%
-42.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.4% |
| 7D | +9.5% | -0.5% | +10.0% | +9.4% |
| 30D | +12.8% | +7.1% | +5.7% | +10.9% |
| 3M | -6.2% | +4.5% | -10.7% | -7.5% |
| 6M | +4.3% | +44.4% | -40.1% | -1.3% |
| All | +4.3% | +46.9% | -42.7% | -1.3% |
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