+17.7%
DBX vs WSM
+1,108.0%
-1,090.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.4% |
| 30D | -5.9% | +5.1% | -11.0% | -7.2% |
| 3M | -6.7% | +5.1% | -11.8% | -8.2% |
| 6M | +28.0% | +48.6% | -20.6% | +14.5% |
| YTD | +20.6% | +44.2% | -23.6% | +8.0% |
| 1Y | +10.3% | +38.1% | -27.8% | -0.3% |
| 3Y | +24.0% | +257.2% | -233.2% | -19.1% |
| 5Y | +24.2% | +165.1% | -140.9% | -15.6% |
| All | +17.7% | +1,108.0% | -1,090.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling