+266.9%
WBD vs DPZ
+1,342.7%
-1,075.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +2.0% |
| 7D | +1.0% | -3.0% | +4.0% | +1.8% |
| 30D | -1.4% | +5.7% | -7.1% | -3.1% |
| 3M | +1.0% | +11.4% | -10.3% | -2.1% |
| 6M | -11.2% | +32.6% | -43.7% | -18.2% |
| YTD | -2.4% | +46.0% | -48.5% | -13.0% |
| 1Y | -13.4% | +56.3% | -69.7% | -24.3% |
| 3Y | -40.3% | +146.9% | -187.3% | -54.6% |
| 5Y | +21.1% | +469.9% | -448.9% | -28.1% |
| 10Y | +273.5% | +1,044.9% | -771.4% | +53.2% |
| All | +266.9% | +1,342.7% | -1,075.8% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling