+155.0%
DPZ vs WST
+321.8%
-166.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | -7.0% | -3.1% | -3.8% | -6.5% |
| 3M | +11.6% | +7.2% | +4.4% | +10.0% |
| 6M | -15.2% | +36.8% | -52.0% | -20.2% |
| YTD | -17.2% | +23.8% | -41.1% | -20.8% |
| 1Y | -24.8% | +37.8% | -62.6% | -29.7% |
| 3Y | -8.7% | -15.9% | +7.2% | -9.8% |
| 5Y | -28.9% | -25.8% | -3.1% | -29.2% |
| All | +155.0% | +321.8% | -166.8% | +63.1% |
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