+4.2%
WBD vs DPZ
-34.0%
+38.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.4% |
| 7D | -1.7% | -7.3% | +5.6% | +0.4% |
| 30D | +3.9% | -7.6% | +11.5% | +6.0% |
| 3M | +5.1% | +1.8% | +3.3% | +3.6% |
| 6M | +0.6% | -21.8% | +22.4% | +7.5% |
| YTD | -3.2% | -22.0% | +18.9% | +3.3% |
| 1Y | +127.7% | -28.6% | +156.3% | +150.0% |
| 3Y | +146.6% | -13.1% | +159.6% | +145.0% |
| 5Y | +4.2% | -33.2% | +37.4% | +0.9% |
| All | +4.2% | -34.0% | +38.2% | +0.9% |
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