-8.4%
DPZ vs WWD
+166.3%
-174.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | -7.0% | -7.2% | +0.2% | -6.0% |
| 3M | +11.6% | -3.8% | +15.4% | +11.4% |
| 6M | -15.2% | -9.9% | -5.3% | -14.6% |
| YTD | -17.2% | +14.8% | -32.1% | -21.4% |
| 1Y | -24.8% | +42.1% | -66.9% | -32.8% |
| All | -8.4% | +166.3% | -174.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling