+14.2%
DBX vs WING
+9.2%
+5.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.4% | -14.4% | -7.2% |
| 7D | -8.6% | +8.6% | -17.1% | -9.7% |
| 30D | -5.2% | +44.8% | -49.9% | -10.6% |
| 3M | -6.4% | +51.9% | -58.4% | -12.9% |
| 6M | +12.7% | +37.2% | -24.5% | +5.7% |
| YTD | +17.2% | -25.3% | +42.5% | +20.3% |
| 1Y | +5.5% | -25.1% | +30.6% | +8.0% |
| 3Y | +24.1% | -12.9% | +37.0% | +10.9% |
| 5Y | +14.2% | +12.0% | +2.2% | -12.5% |
| All | +14.2% | +9.2% | +5.0% | -12.5% |
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