-28.8%
DPZ vs WWD
+198.3%
-227.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -7.0% | -7.2% | +0.2% | -5.7% |
| 3M | +11.6% | -3.8% | +15.4% | +11.6% |
| 6M | -15.2% | -9.9% | -5.3% | -14.4% |
| YTD | -17.2% | +14.8% | -32.1% | -21.5% |
| 1Y | -24.8% | +42.1% | -66.9% | -32.9% |
| 3Y | -8.7% | +170.8% | -179.5% | -32.7% |
| All | -28.8% | +198.3% | -227.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling