+5,622.1%
DPZ vs WSM
+2,164.1%
+3,458.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -2.5% | -3.3% | +0.7% | -1.7% |
| 30D | -7.0% | -8.4% | +1.4% | -4.9% |
| 3M | +11.6% | +9.7% | +1.9% | +8.7% |
| 6M | -15.2% | +16.7% | -31.9% | -19.0% |
| YTD | -17.2% | +28.7% | -45.9% | -23.2% |
| 1Y | -24.8% | +13.7% | -38.5% | -28.3% |
| 3Y | -8.7% | +230.1% | -238.8% | -38.3% |
| 5Y | -28.9% | +179.0% | -207.9% | -52.0% |
| 10Y | +153.6% | +1,002.5% | -848.9% | -1.8% |
| All | +5,622.1% | +2,164.1% | +3,458.0% | +1,294.0% |
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