+35.1%
DBX vs WETO
-99.4%
+134.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.7% | +1.4% |
| 7D | -1.8% | -19.9% | +18.1% | -2.0% |
| 30D | +2.8% | -42.7% | +45.5% | +4.0% |
| 3M | +26.8% | -97.7% | +124.5% | +28.9% |
| 6M | +32.8% | -94.4% | +127.2% | +34.1% |
| YTD | +26.1% | -97.0% | +123.1% | +26.3% |
| 1Y | +14.1% | -98.9% | +113.0% | +12.9% |
| All | +35.1% | -99.4% | +134.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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