+928.6%
WDC vs DPZ
-28.9%
+957.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.2% |
| 7D | +1.7% | -2.5% | +4.3% | +2.2% |
| 30D | -10.0% | -7.0% | -3.0% | -8.7% |
| 3M | -18.8% | +11.6% | -30.4% | -21.9% |
| 6M | +79.0% | -15.2% | +94.2% | +86.9% |
| YTD | +171.6% | -17.2% | +188.8% | +184.6% |
| 1Y | +417.4% | -24.8% | +442.2% | +459.1% |
| 3Y | +1,251.8% | -8.7% | +1,260.5% | +1,238.5% |
| All | +928.6% | -28.9% | +957.5% | +908.1% |
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