-8.4%
DPZ vs WST
-15.6%
+7.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | -7.0% | -3.1% | -3.8% | -6.7% |
| 3M | +11.6% | +7.2% | +4.4% | +10.8% |
| 6M | -15.2% | +36.8% | -52.0% | -17.5% |
| YTD | -17.2% | +23.8% | -41.1% | -19.0% |
| 1Y | -24.8% | +37.8% | -62.6% | -27.0% |
| All | -8.4% | -15.6% | +7.3% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling