+138.9%
DPZ vs WWD
+442.7%
-303.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | -2.5% | +8.2% | -10.6% | -3.4% |
| 30D | +12.5% | -0.2% | +12.7% | +12.4% |
| 3M | -5.2% | -8.4% | +3.2% | -4.5% |
| 6M | +8.8% | -9.5% | +18.3% | +9.4% |
| YTD | -18.7% | +10.1% | -28.7% | -20.6% |
| 1Y | -15.7% | +21.6% | -37.2% | -19.0% |
| 3Y | -7.5% | +149.6% | -157.1% | -19.6% |
| 5Y | -30.1% | +191.3% | -221.4% | -40.9% |
| All | +138.9% | +442.7% | -303.7% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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