+109.9%
WDAY vs DPZ
+150.4%
-40.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.3% |
| 7D | -6.1% | -1.5% | -4.6% | -5.6% |
| 30D | +3.7% | -4.4% | +8.1% | +5.3% |
| 3M | +29.6% | +7.6% | +21.9% | +26.7% |
| 6M | +23.3% | -16.9% | +40.3% | +30.8% |
| YTD | -13.3% | -18.6% | +5.4% | -7.6% |
| 1Y | -19.6% | -26.7% | +7.0% | -11.6% |
| 3Y | -25.7% | -9.3% | -16.4% | -25.9% |
| 5Y | -31.6% | -31.0% | -0.6% | -26.7% |
| 10Y | +109.9% | +152.4% | -42.4% | +47.2% |
| All | +109.9% | +150.4% | -40.4% | +47.2% |
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