+5,666.8%
DPZ vs WSM
+2,482.4%
+3,184.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.4% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +12.8% | +7.1% | +5.7% | +10.8% |
| 3M | -6.2% | +4.5% | -10.7% | -7.4% |
| 6M | +4.3% | +44.4% | -40.1% | -5.6% |
| YTD | -16.6% | +46.8% | -63.4% | -25.3% |
| 1Y | -12.8% | +31.7% | -44.6% | -19.8% |
| 3Y | -0.8% | +250.6% | -251.4% | -33.8% |
| 5Y | -25.8% | +174.1% | -199.9% | -49.3% |
| 10Y | +130.9% | +1,265.2% | -1,134.4% | -16.0% |
| All | +5,666.8% | +2,482.4% | +3,184.4% | +1,257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling