-17.6%
DPZ vs WY
-6.3%
-11.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.6% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +6.7% | +8.0% | -1.3% | +4.8% |
| 3M | -4.5% | -17.7% | +13.1% | -1.4% |
| 6M | +3.3% | -10.8% | +14.1% | +5.1% |
| YTD | -19.4% | -10.6% | -8.8% | -18.9% |
| All | -17.6% | -6.3% | -11.3% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling