+1,210.0%
WM vs DPZ
+5,417.8%
-4,207.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | -2.4% | -7.0% | +4.6% | -1.2% |
| 3M | +0.4% | +11.6% | -11.2% | -1.6% |
| 6M | -9.5% | -15.2% | +5.7% | -7.3% |
| YTD | +0.5% | -17.2% | +17.8% | +3.2% |
| 1Y | -1.1% | -24.8% | +23.8% | +3.2% |
| 3Y | +46.0% | -8.7% | +54.7% | +45.6% |
| 5Y | +51.8% | -28.9% | +80.7% | +55.8% |
| 10Y | +307.5% | +153.6% | +153.9% | +219.5% |
| All | +1,210.0% | +5,417.8% | -4,207.8% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling