+124.0%
DPZ vs WU
-36.0%
+160.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | +6.6% | +11.7% | -5.1% | +4.2% |
| 30D | +10.3% | +12.6% | -2.3% | +7.6% |
| 3M | -6.2% | -0.5% | -5.7% | -6.2% |
| 6M | +4.2% | -18.2% | +22.4% | +7.6% |
| YTD | -18.4% | -19.0% | +0.6% | -15.9% |
| 1Y | -14.9% | -16.7% | +1.7% | -12.9% |
| 3Y | -4.6% | -21.0% | +16.4% | -2.3% |
| 5Y | -27.4% | -41.7% | +14.3% | -22.3% |
| All | +124.0% | -36.0% | +160.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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