+128.9%
DPZ vs WWD
+442.6%
-313.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.0% |
| 7D | +9.5% | -2.6% | +12.1% | +9.7% |
| 30D | +12.8% | -7.7% | +20.5% | +13.7% |
| 3M | -6.2% | -17.7% | +11.5% | -4.3% |
| 6M | +4.3% | -15.9% | +20.2% | +5.7% |
| YTD | -16.6% | +1.8% | -18.4% | -17.9% |
| 1Y | -12.8% | +17.4% | -30.2% | -15.9% |
| 3Y | -0.8% | +137.1% | -137.9% | -13.1% |
| 5Y | -25.8% | +162.4% | -188.2% | -36.5% |
| All | +128.9% | +442.6% | -313.7% | +81.4% |
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