+130.1%
WDAY vs DPZ
+116.9%
+13.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.6% | +2.2% | -6.7% | -5.3% |
| 30D | +1.2% | +6.7% | -5.5% | -1.1% |
| 3M | +2.6% | -4.5% | +7.1% | +4.0% |
| 6M | +47.8% | +3.3% | +44.5% | +46.3% |
| YTD | -12.1% | -19.4% | +7.4% | -6.1% |
| 1Y | -17.1% | -17.3% | +0.1% | -12.4% |
| 3Y | -17.9% | -8.4% | -9.5% | -18.4% |
| 5Y | -35.1% | -28.2% | -6.9% | -31.3% |
| 10Y | +130.1% | +130.9% | -0.7% | +65.0% |
| All | +130.1% | +116.9% | +13.3% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling