+5,622.1%
DPZ vs WST
+4,018.6%
+1,603.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.5% | +0.7% | -3.3% | -2.8% |
| 30D | -7.0% | -3.1% | -3.8% | -6.1% |
| 3M | +11.6% | +7.2% | +4.4% | +9.0% |
| 6M | -15.2% | +36.8% | -52.0% | -23.3% |
| YTD | -17.2% | +23.8% | -41.1% | -23.2% |
| 1Y | -24.8% | +37.8% | -62.6% | -32.8% |
| 3Y | -8.7% | -15.9% | +7.2% | -12.2% |
| 5Y | -28.9% | -25.8% | -3.1% | -30.6% |
| 10Y | +153.6% | +319.6% | -166.0% | +15.6% |
| All | +5,622.1% | +4,018.6% | +1,603.5% | +1,004.4% |
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