-19.6%
WDAY vs DPZ
-26.3%
+6.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.0% |
| 7D | -6.1% | -1.5% | -4.6% | -5.3% |
| 30D | +3.7% | -4.4% | +8.1% | +6.1% |
| 3M | +29.6% | +7.6% | +21.9% | +24.8% |
| 6M | +23.3% | -16.9% | +40.3% | +25.6% |
| YTD | -13.3% | -18.6% | +5.4% | -11.1% |
| 1Y | -19.6% | -26.7% | +7.0% | -15.4% |
| All | -19.6% | -26.3% | +6.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling