+124.0%
DPZ vs WST
+441.1%
-317.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.5% |
| 7D | +6.6% | -3.1% | +9.7% | +7.1% |
| 30D | +10.3% | +9.1% | +1.2% | +8.5% |
| 3M | -6.2% | +14.7% | -20.9% | -8.6% |
| 6M | +4.2% | +28.0% | -23.8% | -0.6% |
| YTD | -18.4% | +45.6% | -64.0% | -24.2% |
| 1Y | -14.9% | +45.7% | -60.6% | -21.1% |
| 3Y | -4.6% | +21.1% | -25.7% | -13.2% |
| 5Y | -27.4% | +0.3% | -27.7% | -31.9% |
| All | +124.0% | +441.1% | -317.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling