+132.1%
WFC vs DPZ
+150.4%
-18.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.0% |
| 7D | +1.1% | -1.5% | +2.5% | +1.3% |
| 30D | +0.8% | -4.4% | +5.2% | +1.5% |
| 3M | +9.3% | +7.6% | +1.6% | +7.7% |
| 6M | +10.6% | -16.9% | +27.6% | +13.5% |
| YTD | -4.1% | -18.6% | +14.6% | -1.4% |
| 1Y | +13.6% | -26.7% | +40.2% | +18.7% |
| 3Y | +130.7% | -9.3% | +140.0% | +131.3% |
| 5Y | +126.7% | -31.0% | +157.7% | +131.5% |
| 10Y | +132.1% | +152.4% | -20.2% | +94.5% |
| All | +132.1% | +150.4% | -18.2% | +94.5% |
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