-30.9%
WULF vs DPZ
-34.0%
+3.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.1% |
| 7D | +15.6% | -7.3% | +22.9% | +19.8% |
| 30D | +5.7% | -7.6% | +13.3% | +9.2% |
| 3M | -32.3% | +1.8% | -34.1% | -35.0% |
| 6M | +23.7% | -21.8% | +45.5% | +37.5% |
| YTD | +49.1% | -22.0% | +71.1% | +65.4% |
| 1Y | +66.3% | -28.6% | +94.9% | +94.0% |
| 3Y | +851.7% | -13.1% | +864.8% | +876.8% |
| 5Y | -30.9% | -33.2% | +2.3% | -7.5% |
| All | -30.9% | -34.0% | +3.1% | -7.5% |
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