+132.0%
DPZ vs WY
+3.1%
+128.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.5% | -5.1% | +1.5% | -2.5% |
| 30D | +5.7% | +9.0% | -3.3% | +3.8% |
| 3M | -7.5% | -16.7% | +9.2% | -4.1% |
| 6M | +6.2% | -10.3% | +16.5% | +8.3% |
| YTD | -19.8% | -10.5% | -9.3% | -18.4% |
| 1Y | -18.0% | -5.9% | -12.1% | -17.4% |
| 3Y | -8.8% | -24.7% | +15.9% | -4.9% |
| 5Y | -30.2% | -31.5% | +1.3% | -26.1% |
| 10Y | +132.0% | +4.7% | +127.3% | +124.6% |
| All | +132.0% | +3.1% | +128.9% | +124.6% |
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