+468.3%
WELL vs DPZ
+129.5%
+338.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | +7.8% | +5.7% | +2.1% | +6.9% |
| 3M | +10.2% | -7.5% | +17.7% | +11.3% |
| 6M | +16.4% | +6.2% | +10.1% | +14.9% |
| YTD | +35.2% | -19.8% | +54.9% | +38.7% |
| 1Y | +30.5% | -18.0% | +48.4% | +33.3% |
| 3Y | +206.1% | -8.8% | +214.9% | +204.4% |
| 5Y | +228.3% | -30.2% | +258.5% | +235.0% |
| 10Y | +468.3% | +132.0% | +336.3% | +426.5% |
| All | +468.3% | +129.5% | +338.8% | +426.5% |
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