-25.8%
DPZ vs WU
-40.6%
+14.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -1.2% |
| 7D | +9.5% | +13.0% | -3.5% | +6.4% |
| 30D | +12.8% | +14.3% | -1.5% | +9.3% |
| 3M | -6.2% | +0.1% | -6.4% | -6.4% |
| 6M | +4.3% | -17.7% | +22.0% | +7.8% |
| YTD | -16.6% | -17.3% | +0.7% | -14.2% |
| 1Y | -12.8% | -11.1% | -1.8% | -12.1% |
| 3Y | -0.8% | -19.8% | +19.0% | +1.4% |
| 5Y | -25.8% | -40.5% | +14.7% | -18.5% |
| All | -25.8% | -40.6% | +14.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling