+6.7%
DBX vs WING
-35.4%
+42.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.9% | -6.0% | +3.2% | -2.2% |
| 3M | +23.8% | -23.5% | +47.3% | +28.0% |
| 6M | +26.2% | -52.0% | +78.2% | +40.4% |
| YTD | +21.6% | -53.8% | +75.4% | +34.9% |
| 1Y | +11.4% | -63.8% | +75.2% | +28.7% |
| 3Y | +21.3% | -30.8% | +52.0% | +9.1% |
| 5Y | +6.7% | -34.3% | +40.9% | -12.0% |
| All | +6.7% | -35.4% | +42.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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