+302.1%
WDAY vs DPZ
+960.4%
-658.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.7% |
| 7D | -4.4% | -2.5% | -1.8% | -3.4% |
| 30D | +14.7% | -7.0% | +21.7% | +17.7% |
| 3M | +32.4% | +11.6% | +20.8% | +27.5% |
| 6M | +36.9% | -15.2% | +52.1% | +44.7% |
| YTD | -8.8% | -17.2% | +8.4% | -3.0% |
| 1Y | -15.3% | -24.8% | +9.6% | -6.9% |
| 3Y | -21.2% | -8.7% | -12.5% | -21.6% |
| 5Y | -29.5% | -28.9% | -0.6% | -24.6% |
| 10Y | +120.0% | +153.6% | -33.6% | +34.5% |
| All | +302.1% | +960.4% | -658.3% | +55.2% |
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 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