+5,542.7%
DPZ vs WSM
+2,437.0%
+3,105.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +6.6% | +0.5% | +6.0% | +6.4% |
| 30D | +10.3% | +6.0% | +4.3% | +8.6% |
| 3M | -6.2% | +3.2% | -9.4% | -7.1% |
| 6M | +4.2% | +37.1% | -32.9% | -4.3% |
| YTD | -18.4% | +44.2% | -62.6% | -26.5% |
| 1Y | -14.9% | +34.2% | -49.1% | -22.1% |
| 3Y | -4.6% | +249.3% | -253.9% | -36.3% |
| 5Y | -27.4% | +169.3% | -196.7% | -50.2% |
| 10Y | +125.9% | +1,241.2% | -1,115.3% | -17.4% |
| All | +5,542.7% | +2,437.0% | +3,105.7% | +1,234.0% |
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