-34.1%
WDAY vs DPZ
-27.1%
-7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -2.8% |
| 7D | -2.5% | +6.6% | -9.0% | -4.9% |
| 30D | +4.7% | +10.3% | -5.6% | +0.7% |
| 3M | +13.3% | -6.2% | +19.5% | +15.8% |
| 6M | +57.3% | +4.2% | +53.1% | +54.9% |
| YTD | -10.2% | -18.4% | +8.2% | -4.4% |
| 1Y | -14.1% | -14.9% | +0.9% | -10.0% |
| 3Y | -11.7% | -4.6% | -7.0% | -15.6% |
| All | -34.1% | -27.1% | -7.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling