+337.6%
WELL vs DPZ
+150.4%
+187.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | -1.3% | -1.5% | +0.1% | -1.1% |
| 30D | +0.5% | -4.4% | +4.9% | +1.1% |
| 3M | +19.1% | +7.6% | +11.4% | +17.4% |
| 6M | +17.0% | -16.9% | +33.9% | +19.7% |
| YTD | +29.2% | -18.6% | +47.8% | +32.5% |
| 1Y | +42.1% | -26.7% | +68.8% | +48.0% |
| 3Y | +204.5% | -9.3% | +213.9% | +203.2% |
| 5Y | +211.0% | -31.0% | +242.0% | +218.2% |
| 10Y | +337.6% | +152.4% | +185.2% | +244.4% |
| All | +337.6% | +150.4% | +187.2% | +244.4% |
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 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