+121.1%
DPZ vs WTW
+221.1%
-100.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | +8.0% | +10.4% | -2.4% | +5.4% |
| 3M | -4.2% | -4.8% | +0.7% | -3.0% |
| 6M | +4.6% | +28.5% | -23.9% | -1.5% |
| YTD | -18.4% | +0.5% | -19.0% | -19.2% |
| 1Y | -16.8% | +1.6% | -18.4% | -17.8% |
| 3Y | -5.0% | +42.5% | -47.6% | -13.8% |
| 5Y | -27.8% | +49.8% | -77.6% | -35.8% |
| 10Y | +121.1% | +218.4% | -97.3% | +71.3% |
| All | +121.1% | +221.1% | -100.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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