+5,666.8%
DPZ vs WST
+4,654.8%
+1,012.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.4% |
| 7D | +9.5% | -5.8% | +15.3% | +11.4% |
| 30D | +12.8% | +5.3% | +7.5% | +11.0% |
| 3M | -6.2% | +11.8% | -18.0% | -9.5% |
| 6M | +4.3% | +26.7% | -22.4% | -3.3% |
| YTD | -16.6% | +43.0% | -59.6% | -25.9% |
| 1Y | -12.8% | +38.9% | -51.7% | -22.0% |
| 3Y | -0.8% | +18.2% | -19.0% | -14.9% |
| 5Y | -25.8% | -1.5% | -24.3% | -34.1% |
| 10Y | +130.9% | +439.0% | -308.1% | -3.6% |
| All | +5,666.8% | +4,654.8% | +1,012.0% | +965.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling