-0.1%
SW vs DPZ
-24.8%
+24.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.4% | +2.6% |
| 7D | +12.1% | +10.1% | +2.0% | +9.3% |
| 30D | +6.6% | +14.6% | -8.1% | +2.8% |
| 3M | -6.0% | -6.8% | +0.7% | -4.5% |
| 6M | +21.5% | +4.4% | +17.1% | +19.6% |
| YTD | +20.3% | -16.8% | +37.2% | +25.3% |
| 1Y | +28.1% | -14.5% | +42.6% | +32.4% |
| 3Y | +51.6% | -1.1% | +52.7% | +53.2% |
| 5Y | -0.1% | -28.0% | +27.8% | -1.0% |
| All | -0.1% | -24.8% | +24.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 5y: compounded portfolio wealth divided by compounded DPZ 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…
5y analysis · Full analysis span regression · 6 months rolling