+5,622.1%
DPZ vs WY
+119.5%
+5,502.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -7.0% | -10.1% | +3.1% | -3.3% |
| 3M | +11.6% | -5.1% | +16.7% | +13.4% |
| 6M | -15.2% | -4.8% | -10.4% | -14.2% |
| YTD | -17.2% | -0.2% | -17.0% | -18.1% |
| 1Y | -24.8% | -6.6% | -18.2% | -23.9% |
| 3Y | -8.7% | -22.7% | +14.1% | -2.7% |
| 5Y | -28.9% | -22.2% | -6.7% | -25.7% |
| 10Y | +153.6% | +7.3% | +146.4% | +103.4% |
| All | +5,622.1% | +119.5% | +5,502.6% | +2,815.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling