+298.2%
WBD vs DPZ
+3,320.9%
-3,022.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -1.8% | -2.5% | +0.7% | -1.2% |
| 30D | +8.8% | -7.0% | +15.7% | +10.6% |
| 3M | +4.6% | +11.6% | -7.0% | +1.0% |
| 6M | +1.1% | -15.2% | +16.2% | +4.4% |
| YTD | -2.0% | -17.2% | +15.3% | +1.7% |
| 1Y | +140.0% | -24.8% | +164.9% | +154.9% |
| 3Y | +144.4% | -8.7% | +153.0% | +143.3% |
| 5Y | -0.2% | -28.9% | +28.7% | +4.1% |
| 10Y | +9.1% | +153.6% | -144.5% | -24.0% |
| All | +298.2% | +3,320.9% | -3,022.7% | +14.4% |
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