+221.7%
WULF vs DPZ
+5,462.3%
-5,240.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -3.5% |
| 7D | +11.0% | +2.2% | +8.8% | +10.7% |
| 30D | +9.4% | +15.5% | -6.1% | +7.4% |
| 3M | -22.6% | -2.0% | -20.6% | -22.7% |
| 6M | -45.4% | +12.1% | -57.6% | -46.7% |
| YTD | +9.8% | -16.6% | +26.4% | +11.2% |
| 1Y | +8.0% | -14.6% | +22.6% | +8.9% |
| 3Y | +1,149.5% | -4.1% | +1,153.7% | +1,155.3% |
| 5Y | -55.6% | -28.3% | -27.3% | -54.8% |
| 10Y | +34.7% | +141.3% | -106.6% | +26.7% |
| All | +221.7% | +5,462.3% | -5,240.6% | +158.2% |
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