-28.9%
DPZ vs WTW
+55.3%
-84.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.6% | +1.8% |
| 7D | +2.2% | +2.0% | +0.3% | +1.5% |
| 30D | +15.5% | +12.9% | +2.6% | +10.8% |
| 3M | -2.0% | +0.7% | -2.7% | -2.3% |
| 6M | +12.1% | +39.5% | -27.3% | +0.7% |
| YTD | -16.6% | +3.1% | -19.7% | -18.4% |
| 1Y | -14.6% | +4.8% | -19.3% | -17.0% |
| 3Y | -4.1% | +42.9% | -47.1% | -18.2% |
| All | -28.9% | +55.3% | -84.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling