+152.4%
DPZ vs WTW
+192.5%
-40.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -1.5% | -2.7% | +1.3% | -0.8% |
| 30D | -4.4% | -5.6% | +1.2% | -3.0% |
| 3M | +7.6% | +26.5% | -18.9% | +1.8% |
| 6M | -16.9% | +8.1% | -25.1% | -18.9% |
| YTD | -18.6% | -0.3% | -18.3% | -19.3% |
| 1Y | -26.7% | -0.9% | -25.8% | -27.2% |
| 3Y | -9.3% | +66.6% | -75.9% | -21.0% |
| 5Y | -31.0% | +54.0% | -85.0% | -39.1% |
| 10Y | +152.4% | +198.1% | -45.8% | +91.1% |
| All | +152.4% | +192.5% | -40.1% | +91.1% |
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