+121.1%
DPZ vs WWD
+494.7%
-373.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.6% |
| 7D | +3.7% | +4.2% | -0.5% | +3.1% |
| 30D | +8.0% | -0.8% | +8.8% | +8.0% |
| 3M | -4.2% | -8.2% | +4.0% | -3.5% |
| 6M | +4.6% | -9.8% | +14.4% | +5.3% |
| YTD | -18.4% | +10.4% | -28.8% | -20.4% |
| 1Y | -16.8% | +25.5% | -42.2% | -20.3% |
| 3Y | -5.0% | +155.8% | -160.8% | -17.5% |
| 5Y | -27.8% | +187.3% | -215.1% | -38.9% |
| 10Y | +121.1% | +462.7% | -341.6% | +74.1% |
| All | +121.1% | +494.7% | -373.6% | +74.1% |
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