+145.0%
DPZ vs WY
+5.0%
+140.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +15.5% | +10.1% | +5.4% | +13.2% |
| 3M | -2.0% | -15.4% | +13.4% | +1.3% |
| 6M | +12.1% | -8.3% | +20.5% | +13.8% |
| YTD | -16.6% | -9.8% | -6.8% | -15.3% |
| 1Y | -14.6% | -3.9% | -10.7% | -14.4% |
| 3Y | -4.1% | -23.3% | +19.2% | -0.4% |
| 5Y | -28.3% | -31.2% | +2.9% | -24.2% |
| All | +145.0% | +5.0% | +140.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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