+94.0%
WFC vs DPZ
-28.0%
+122.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +0.1% | +3.7% | -3.5% | -0.7% |
| 30D | +2.9% | +8.0% | -5.1% | +1.2% |
| 3M | -1.4% | -4.2% | +2.8% | -0.8% |
| 6M | +14.3% | +4.6% | +9.8% | +12.6% |
| YTD | -6.2% | -18.4% | +12.2% | -2.8% |
| 1Y | +1.6% | -16.8% | +18.4% | +4.8% |
| 3Y | +126.9% | -5.0% | +131.9% | +123.8% |
| 5Y | +94.0% | -27.8% | +121.8% | +80.2% |
| All | +94.0% | -28.0% | +122.0% | +80.2% |
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 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