+901.8%
WULF vs DPZ
-12.8%
+914.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.6% |
| 7D | +15.6% | -7.3% | +22.9% | +18.6% |
| 30D | +5.7% | -7.6% | +13.3% | +8.3% |
| 3M | -32.3% | +1.8% | -34.1% | -34.5% |
| 6M | +23.7% | -21.8% | +45.5% | +38.7% |
| YTD | +49.1% | -22.0% | +71.1% | +66.8% |
| 1Y | +66.3% | -28.6% | +94.9% | +97.1% |
| All | +901.8% | -12.8% | +914.6% | +879.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling