+202.0%
WMB vs DPZ
-29.5%
+231.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.6% |
| 7D | +8.1% | -2.5% | +10.5% | +8.3% |
| 30D | -6.9% | +12.5% | -19.4% | -8.0% |
| 3M | -5.1% | -5.2% | +0.1% | -4.7% |
| 6M | -5.7% | +8.8% | -14.5% | -7.0% |
| YTD | +18.1% | -18.7% | +36.7% | +20.6% |
| 1Y | +18.4% | -15.7% | +34.1% | +20.3% |
| 3Y | +122.7% | -7.5% | +130.2% | +121.3% |
| 5Y | +202.0% | -30.1% | +232.1% | +186.9% |
| All | +202.0% | -29.5% | +231.6% | +186.9% |
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