+5,666.8%
DPZ vs WY
+106.3%
+5,560.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +9.5% | +9.5% | 0.0% | +5.9% |
| 30D | +12.8% | +16.3% | -3.5% | +6.7% |
| 3M | -6.2% | -15.5% | +9.3% | -0.5% |
| 6M | +4.3% | -7.1% | +11.4% | +6.4% |
| YTD | -16.6% | -6.3% | -10.3% | -15.6% |
| 1Y | -12.8% | -0.3% | -12.6% | -13.9% |
| 3Y | -0.8% | -23.5% | +22.7% | +5.9% |
| 5Y | -25.8% | -31.1% | +5.3% | -18.7% |
| 10Y | +130.9% | +9.9% | +121.0% | +81.8% |
| All | +5,666.8% | +106.3% | +5,560.5% | +2,902.5% |
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 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