+13.8%
DBX vs FWONK
+97.7%
-83.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +5.7% | -7.7% | +13.5% | +8.9% |
| 3M | +31.8% | +5.7% | +26.1% | +29.0% |
| 6M | +37.5% | +13.5% | +24.0% | +30.9% |
| YTD | +27.9% | -3.0% | +30.9% | +28.7% |
| 1Y | +15.0% | -6.4% | +21.5% | +17.1% |
| 3Y | +27.2% | +43.8% | -16.6% | +7.1% |
| All | +13.8% | +97.7% | -83.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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