+59.7%
WM vs DPZ
-27.1%
+86.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | +1.2% | +6.6% | -5.4% | 0.0% |
| 30D | +13.1% | +10.3% | +2.8% | +11.1% |
| 3M | +3.6% | -6.2% | +9.8% | +4.5% |
| 6M | +8.1% | +4.2% | +3.8% | +6.9% |
| YTD | +8.9% | -18.4% | +27.3% | +11.8% |
| 1Y | +20.3% | -14.9% | +35.3% | +22.6% |
| 3Y | +46.2% | -4.6% | +50.8% | +44.3% |
| All | +59.7% | -27.1% | +86.8% | +68.4% |
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 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